Correlation Model

A fine-tuned model that dynamically tracks real-time correlation shifts across multiple instruments (2-30) to optimise portfolio risk management.

Supported Markets

Bonds

Commodities

Cryptocurrencies

Derivatives

Equities

Foreign Exchange

Indices

REITs

Tokenised Assets

Base URL

 https://www.sumtyme.com/shared

Request Endpoint

POST /v1/correlation 

OHLC Input Data Lengths

Minimum Length

500 Periods

Maxiumum Length

10000 Periods

Request Header

Content-Type

string

required

Must be set to application/json

Request Body

portfolio

object[]

required

Show child attributes

datetime

list

required

open

list

required

high

list

required

low

list

required

close

list

required

Response Fields

datetime

string

Trend timestamp

trend_identified

string

Show Options

1

int

Bullish trend

-1

int

Bearish trend