Interface CorrelationIndicatorsSingle

correlateAssetPrices

• correlateAssetPrices(
      pricesAssetA: number[],
      pricesAssetB: number[],
      constantModelType: ConstantModelType,
      deviationModel: DeviationModel,
  ): number

  Correlation between two price series (single window).

  Parameters

  • pricesAssetA: number[]

    First asset prices.

  • pricesAssetB: number[]

    Second asset prices (same length as A).

  • constantModelType: ConstantModelType

    Central model for demeaning (SMA, EMA, etc.).

  • deviationModel: DeviationModel

    Deviation model for scaling (StdDev, MAD, etc.).

  Returns number

  Correlation-like coefficient (unitless).

  Note: PersonalisedMovingAverage is not exposed in this JS API.

  See

  https://tech.centaurresearchtechnologies.com/indicators/correlation-indicators/correlate-asset-prices/ Explanation and interactive playground