get_correlation_map

io.github.quantustik/mcp · Verify this server

Get the cross-ticker ENTANGLEMENT map — which S&P 500 names the quantum model expects to co-move. "Entanglement" here is the Pearson correlation of the quantum model's own FORECAST return paths (mode="forecast", the default) — a forward-looking, model-implied co-movement signal. It is NOT a claim about realised market correlation, and you must not present it as one. mode="realized" instead correlates trailing daily returns (the consensus baseline) for comparison. Two ways to read it: • Diversification / risk lens — high entanglement means two names are effectively one trade. Stacking five mutually-entangled longs is one position with 5x the size, not a diversified book. • Pairs / divergence lens — strongly NEGATIVE entanglement flags names the model expects to move oppositely (hedge or pairs candidates). Honesty: every number is computed from real persisted scan output. Tickers with no usable forecast curve are listed in `missing`, never imputed. The universe is the top_n names ranked by 3mo forecast growth. Args: ticker: Optional. When set, returns only that ticker's row (correlations + most_entangled + most_divergent), not the full matrix. Case-insensitive. top_n: Universe size — top-N tickers by 3mo forecast growth (2–100, default 25). Smaller = tighter LLM payload. horizon: Forecast horizon to correlate — "1mo", "3mo", "6mo", or "1y" (default "3mo"). mode: "forecast" (model-implied, default) or "realized" (trailing-returns baseline). basis: Forecast-mode correlation basis. "mean" (default) correlates the single mean forecast curve. "ensemble" correlates across the full forecast band envelope (q05/q25/mean/q75/q95) and averages the per-band correlations — this surfaces TAIL co-movement (two names whose stress/downside paths move together) that the mean curve understates, which is exactly when diversification matters most. Ignored in realized mode. The method label becomes "quantum_forecast_ensemble" so you never conflate the two. Returns the full-matrix shape (tickers / matrix / top_pairs / missing) by default, or the single-ticker shape when `ticker` is given. Carries method, basis, generated_at, scan_date, and disclaimer in the payload.