analysis-20260517-0910-lead-lag.csv 1.5 KB

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  1. days,lag_bars,lag_minutes,btc_leads_eth_corr,eth_leads_btc_corr,same_bar_corr
  2. 90,1,15,0.0031126246491773664,0.003467573574384779,0.8967130827979193
  3. 90,2,30,-1.3129688197604e-06,-0.00851573938264645,0.8967130827979193
  4. 90,4,60,0.00326634837561509,-0.005099639019848578,0.8967130827979193
  5. 90,8,120,-0.0035480579366959364,0.0019057265335895679,0.8967130827979193
  6. 90,16,240,-0.008083375692658037,-0.006706708815481277,0.8967130827979193
  7. 30,1,15,-0.008195772094583647,-0.0012869515197377263,0.8805161570802785
  8. 30,2,30,-0.001477910602230912,-0.019187356513096384,0.8805161570802785
  9. 30,4,60,-0.015461280101239618,-0.016396529134925213,0.8805161570802785
  10. 30,8,120,6.140933808337633e-05,-0.003904567521342679,0.8805161570802785
  11. 30,16,240,-0.003708907692475963,0.0020341743229661457,0.8805161570802785
  12. 14,1,15,4.848160202633714e-05,0.0007975313008665384,0.8819858965901548
  13. 14,2,30,-0.03052943990011804,-0.04022537949631895,0.8819858965901548
  14. 14,4,60,-0.013902174633738669,-0.009042756026468347,0.8819858965901548
  15. 14,8,120,0.010174461321410169,-0.0012416275166140373,0.8819858965901548
  16. 14,16,240,-0.005568933114734744,-0.01460514608716745,0.8819858965901548
  17. 7,1,15,-0.027104830599668242,-0.01647269270068433,0.8852452521426768
  18. 7,2,30,-0.012509088146316818,-0.03238571645302846,0.8852452521426768
  19. 7,4,60,-0.02714719842384083,-0.010207990419145885,0.8852452521426768
  20. 7,8,120,-0.0036622621212880273,-0.009651381449169782,0.8852452521426768
  21. 7,16,240,-0.04129814656782073,-0.04763020815531363,0.8852452521426768