Correlation

ME10014 - Correlation metrics

Correlation

get

Cross-asset correlations, regime detection.

Why it matters: BTC correlation to SPY varies 0.2-0.8. Know the current regime.

Authorizations

ApiKeyAuth

X-API-KeystringRequired

API key for authentication

Path parameters

change_variantstring · enumRequired

• value - Absolute value
• relchg - Relative change (%)
• score - Score (0-100)

Possible values:

time_variantstring · enumRequiredPossible values:

Query parameters

asset1stringOptional

asset2stringOptional

Responses

200

Correlation data

get

/metrics/ME10014/{change_variant}/{time_variant}

HTTPcURLJavaScriptPython

GET /v1/metrics/ME10014/{change_variant}/{time_variant} HTTP/1.1
Host: api.madjik.io
X-API-Key: YOUR_API_KEY
Accept: */*

200

Correlation data

No content