For flexible, fast, low cost queries
Data done for you
This GET method entails extracting data for analysis on your behalf. Note this carries a higher credits requirement. It is recommended to send in your own price data using POST endpoints if possible to increase the number of requests that can be made and at faster speeds.
A copula models the distribution of the dependency between a pair (how they move up and down alongside one another) in varying market conditions.
In addition we get the conditional probabilities of the prices for such assets. For example, the conditional probability of BTC being less than or equal to its current price, given the price of ETH. We call this u1_given_u2.
Copulas continue to be an exciting area of research for statistical arbitrage.
curl -X GET "https://api.cryptowizards.net/v1beta/copula?symbol_1=BTCUSDT\
&symbol_2=ETHUSDT&exchange=Binance&interval=Daily&period=365" \
-H "Content-Type: application/json" \
-H "X-api-key: REPLACE_WITH_YOUR_API_KEY"
{
"copula_name": "clayton",
"u1_given_u2": 0.9671959405268634,
"u2_given_u1": 0.002435019838046139
}