Venue lead-lag: who moves first (Coinbase, Kraken, Binance)
get_lead_lagIdentify which exchange leads price discovery and whether spot or perpetual futures moves first using per-pair daily cross-correlations at lags -3 to +3 and lead asymmetry shares.
Instructions
Call this when the user asks which exchange leads price discovery or whether spot or perp moves first. Returns per-pair daily cross-correlations of one-minute returns at lags -3..+3 and the lead asymmetry, with the share of days each venue led. Each pair's daily rows cover the last 7 days (its summary covers the whole window); pass days (up to 30) for more.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | Optional. Daily rows per pair, newest kept (default 7, up to 30). |