API Documentation
version - v1 beta

Post Methods

For flexible, fast, low cost queries


[post]

backtest

[post]

cointegration

[post]

copula

[post]

correlations

[post]

spread

[post]

zscores

Get Methods

Data done for you


[get]

backtest

[get]

cointegration

[get]

copula

[get]

correlations

[get]

credits used

[get]

prescanned

[get]

spread

[get]

zscores

API Route - copula-post

/v1beta/copula

https://api.cryptowizards.net/v1beta/copula
Credits: 1

This is a method whereby you provide the api with any price data you wish for rapid turnaround and much lower credits used.


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.


Post Data

All price series must match in length


series_1_closes (required)
Include between 50 - 1100 floating point numbers
series_2_closes (required)
Include between 50 - 1100 floating point numbers

GitHub Code Examples

Request Body (Curl)

curl -X POST "https://api.cryptowizards.net/v1beta/copula" \
  -H "Content-Type: application/json" \
  -H "X-api-key: REPLACE_WITH_YOUR_API_KEY" \
  -d '{
    "series_1_closes": [1.1, 1.2, 1.3, 1.4],
    "series_2_closes": [4.1, 4.2, 4.3, 4.4]
  }'

Response

{
  "copula_name": "clayton",
  "u1_given_u2": 0.9671959405268634,
  "u2_given_u1": 0.002435019838046139
}