One pair's correlations ranked into co-movers and hedges

Extraits de code

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

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

$ch = curl_init("https://api.oanor.com/fxcorrelation-api/v1/pair");
curl_setopt($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/pair",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

Une réponse réelle de ce endpoint, capturée lors du dernier contrôle de santé.

{
    "data": {
        "name": "Euro / US Dollar",
        "note": "Correlation of EURUSD to every other pair over window_days of daily log returns. most_correlated move with it (avoid stacking); best_hedges are the most negatively correlated (genuine diversifiers / hedges). Read fresh per call, nothing cached.",
        "pair": "EURUSD",
        "source": "Yahoo Finance",
        "best_hedges": [
            {
                "name": "US Dollar / Swiss Franc",
                "pair": "USDCHF",
                "correlation": -0.831,
                "observations": 60
            },
            {
                "name": "US Dollar / Mexican Peso",
                "pair": "USDMXN",
                "correlation": -0.829,
                "observations": 60
            },
            {
                "name": "US Dollar / Canadian Dollar",
                "pair": "USDCAD",
                "correlation": -0.628,
                "observations": 60
            }
        ],
        "window_days": 60,
        "correlations": [
            {
                "name": "British Pound / US Dollar",
                "pair": "GBPUSD",
                "correlation": 0.888,
                "observations": 60
            },
            {
                "name": "Australian Dollar / US Dollar",
                "pair": "AUDUSD",
                "correlation": 0.871,
                "observations": 60
            },
            {
                "name": "New Zealand Dollar / US Dollar",
                "pair": "NZDUSD",
                "correlation": 0.807,
                "observations": 60
            },
            {
                "name": "Australian Dollar / Japanese Yen",
                "pair": "AUDJPY",
                "correlation": 0.631,
                "observations": 60
            },
            {
                "name": "British Pound / Japanese Yen",
                "pair": "GBPJPY",
                "correlation": 0.429,
                "observations": 60
            },
            {
                "name": "Euro / Japanese Yen",
                "pair": "EURJPY",
                "correlation": 0.353,
                "observations": 60
            },
            {
                "name": "Euro / Swiss Franc",
                "pair": "EURCHF",
                "correlation": 0.014,
                "observations": 60
            },
            {
                "name": "Euro / British Pound",
                "pair": "EURGBP",
                "correlation": -0.161,
                "observations": 60
            },
            {
                "name": "US Dollar / Chinese Yuan",
                "pair": "USDCNY",
                "correlation": -0.401,
                "observations": 60
            },
            {
                "name": "US Dollar / Japanese Yen",
                "pair": "USDJPY",
                "correlation": -0.607,
                "observations": 60
            },
            {
                "name": "US Dollar / Canadian Dollar",
     
…