Crypto correlation matrix
get_correlationsCalculates 30-day rolling Pearson correlations between top perpetuals' daily returns to reveal correlated or decorrelated coin pairs and how tightly altcoins track BTC.
Instructions
Call this when the user asks how correlated two coins are, for decorrelated pairs, or how tightly alts track BTC. Returns the 30-day rolling Pearson correlation matrix of daily returns across the top perpetuals.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||