workflow.run_forex_correlation
shallowio.github.SKalinin909/tradingcalc · Verify this server
Correlation coefficient and minimum-variance hedge ratio between two price series of matching length, computed on daily % returns (not raw price levels, which would give spuriously high correlation between two unrelated but both-trending series). hedgeRatio follows Hull's standard futures-hedging formula: cov(returns1,returns2)/var(returns2), "how many units of series 2 per unit of series 1 minimizes the combined position's variance." No live data fetch: supply the two price series directly. The live variant is workflow.run_forex_correlation_live, which has both series fetched automatically for two named pairs. Use when user already has two price series and wants their statistical relationship. Returns: n, correlation (-1 to 1), hedgeRatio.
1 trials · measured 2 days ago
workflow.run_forex_correlation scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.SKalinin909/tradingcalc, measured 18 Oct 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote
- Credential class
- self-provisionable
- Category
- Finance & compliance
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-10-18 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
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