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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.
All price series must match in length
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]
}'
{
"copula_name": "clayton",
"u1_given_u2": 0.9671959405268634,
"u2_given_u1": 0.002435019838046139
}