Most correlated and most inversely correlated pairs

Code-Snippets

curl "https://api.oanor.com/fxcorrelation-api/v1/highlights" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/fxcorrelation-api/v1/highlights", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/fxcorrelation-api/v1/highlights");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/fxcorrelation-api/v1/highlights",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "The most correlated and most inversely correlated pairs across the whole grid over window_days. High positive = the same trade twice; high negative = natural hedges. avg_abs_correlation gauges how tightly the FX complex is moving together overall. Read fresh per call, nothing cached.",
        "source": "Yahoo Finance",
        "window_days": 60,
        "pairs_compared": 91,
        "most_correlated": [
            {
                "a": "EURUSD",
                "b": "GBPUSD",
                "correlation": 0.888
            },
            {
                "a": "EURUSD",
                "b": "AUDUSD",
                "correlation": 0.871
            },
            {
                "a": "AUDUSD",
                "b": "NZDUSD",
                "correlation": 0.857
            },
            {
                "a": "GBPUSD",
                "b": "AUDUSD",
                "correlation": 0.822
            },
            {
                "a": "EURJPY",
                "b": "GBPJPY",
                "correlation": 0.819
            }
        ],
        "avg_abs_correlation": 0.439,
        "most_inversely_correlated": [
            {
                "a": "AUDUSD",
                "b": "USDMXN",
                "correlation": -0.833
            },
            {
                "a": "EURUSD",
                "b": "USDCHF",
                "correlation": -0.831
            },
            {
                "a": "EURUSD",
                "b": "USDMXN",
                "correlation": -0.829
            },
            {
                "a": "GBPUSD",
                "b": "USDCHF",
                "correlation": -0.802
            },
            {
                "a": "USDCHF",
                "b": "NZDUSD",
                "correlation": -0.797
            }
        ]
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:50.784Z",
        "request_id": "0b0523c7-a2c4-447f-a2c6-0f2ba4328318"
    },
    "status": "ok",
    "message": "Correlation highlights retrieved successfully",
    "success": true
}