pairs_correlation
Analyze cross-asset correlations to identify pairs trading opportunities by processing backtest results with configurable parameters.
Instructions
Analyze cross-asset correlations and identify pairs trading opportunities
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| backtest_results | Yes | ||
| lookback_period | No | ||
| correlation_threshold | No | ||
| include_rolling | No | ||
| rolling_window | No | ||
| include_heatmap | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||