analysis-20260517-0645-lead-lag.csv 1.4 KB

123456789101112131415161718192021
  1. days,lag_bars,lag_minutes,btc_leads_eth_corr,eth_leads_btc_corr,same_bar_corr
  2. 90,1,15,-0.011052612015992596,-0.012947281257038912,0.9041762580016599
  3. 90,2,30,0.021160608828781343,0.007465149919350523,0.9041762580016599
  4. 90,4,60,0.00024569624268055463,-0.006515880200698975,0.9041762580016599
  5. 90,8,120,-0.01809478160257083,-0.0244555249282569,0.9041762580016599
  6. 90,16,240,0.009100473996071012,-0.008399514121287149,0.9041762580016599
  7. 30,1,15,-0.006010858663936472,-0.028366957431938733,0.8862326907241337
  8. 30,2,30,-0.02600913981732599,-0.048736019717867354,0.8862326907241337
  9. 30,4,60,0.0017759766185988218,-0.00141369792353657,0.8862326907241337
  10. 30,8,120,-0.04138369884476744,-0.05900592153672629,0.8862326907241337
  11. 30,16,240,-0.002767436081052056,-0.01538387008482241,0.8862326907241337
  12. 14,1,15,0.002144932857378781,0.01373387441477698,0.8800021580002219
  13. 14,2,30,-0.008597967817454689,-0.03004854351876046,0.8800021580002219
  14. 14,4,60,-0.012829805163011906,-0.013542547796648936,0.8800021580002219
  15. 14,8,120,-0.02433561935457334,-0.04209533824621792,0.8800021580002219
  16. 14,16,240,-0.0014540388446356283,0.016658017445430613,0.8800021580002219
  17. 7,1,15,0.03274735138355655,0.029732913639259926,0.8825824791115016
  18. 7,2,30,0.04707582789716941,0.029960171125258162,0.8825824791115016
  19. 7,4,60,0.026428511960390998,0.029035496534835333,0.8825824791115016
  20. 7,8,120,-0.012459869342632409,-0.052135508272741445,0.8825824791115016
  21. 7,16,240,-0.005933543818307869,0.010519581479442736,0.8825824791115016