Venue lead-lag: who moves first (Coinbase, Kraken, Binance)
get_lead_lagIdentify which exchange leads price discovery and whether spot or perp moves first by returning daily cross-correlations at lags -3 to +3, lead asymmetry, and share of days each venue led.
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.
Input Schema
| Name | Required | Description | Default |
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No arguments | |||