Correlation
correlationCompute Pearson correlation and beta between two markets' log returns from time-aligned candles. Determine co-movement strength and sensitivity to compare trading pairs.
Instructions
Pearson correlation of two markets' log returns over candles: r in [-1, 1] plus beta(a|b) — the sensitivity of a to b (a moves beta x b's move, both in log space). Candle series are JOINED by startedAt (only candles with the same timestamp on both sides are compared), so partially-overlapping histories pair correctly. Both tickers are validated; call list_markets for the valid set (format: 'ETH-USD'). Returns {"error": ...} when there is insufficient or constant data. Example: correlation(ticker_a="BTC-USD", ticker_b="ETH-USD")
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | ||
| ticker_a | Yes | ||
| ticker_b | Yes | ||
| resolution | No | 1HOUR |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||