workflow.run_forex_correlation_live

io.github.SKalinin909/tradingcalc · Verify this server

Correlation coefficient and minimum-variance hedge ratio between two forex pairs, fetched live: historical daily rates for both pairs over the given lookback window (frankfurter.app's daily ECB reference time series, business days only), aligned by matching date, computed on daily % returns. hedgeRatio follows Hull's standard futures-hedging formula: "how many units of pair2 per unit of pair1 minimizes the combined position's variance." Use when user asks "how correlated are EUR/USD and GBP/USD?" or "what hedge ratio should I use between these two pairs?". Returns: n (overlapping trading days used), correlation (-1 to 1), hedgeRatio, available (false + error if either pair has no data, or too few dates overlap).