analysis-20260517-0915-lead-lag.csv 1.4 KB

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  1. days,lag_bars,lag_minutes,btc_leads_eth_corr,eth_leads_btc_corr,same_bar_corr
  2. 90,1,15,0.006869533787299365,0.0031245324021663664,0.8885110932873417
  3. 90,2,30,-0.010544452096998596,-0.006602989531999555,0.8885110932873417
  4. 90,4,60,-0.003883071888608929,-0.009694388338967866,0.8885110932873417
  5. 90,8,120,0.002015602422800335,-0.0004622408046450743,0.8885110932873417
  6. 90,16,240,0.0034802345500174526,0.007781002800322555,0.8885110932873417
  7. 30,1,15,0.015085822777587153,0.019392571059241578,0.8683963985748862
  8. 30,2,30,-0.020709419434615534,-0.019101322800806786,0.8683963985748862
  9. 30,4,60,-0.011876458900805024,-0.012792385885606541,0.8683963985748862
  10. 30,8,120,0.010466863766242849,0.014653450309895951,0.8683963985748862
  11. 30,16,240,0.0014108142575836593,0.005289252861037173,0.8683963985748862
  12. 14,1,15,0.026110699511312282,0.03175014265291605,0.8692733085076257
  13. 14,2,30,-0.024894305315620417,-0.03487155833636547,0.8692733085076257
  14. 14,4,60,-0.026178208309071197,-0.01197669549767704,0.8692733085076257
  15. 14,8,120,0.011261419727017661,0.02260831467182287,0.8692733085076257
  16. 14,16,240,0.031110348360341305,0.0229345463531919,0.8692733085076257
  17. 7,1,15,0.0009873462082290966,0.008014849168137765,0.867835085569906
  18. 7,2,30,-0.005078940576292411,-0.022850696145614562,0.867835085569906
  19. 7,4,60,-0.03369602099554629,-0.004674220303227334,0.867835085569906
  20. 7,8,120,0.020461143249064086,0.0433459173242971,0.867835085569906
  21. 7,16,240,0.034527518151939836,0.03975165798311276,0.867835085569906