curl --request POST \
  --url https://api.rekko.ai/v1/correlation \
  --header 'Content-Type: application/json' \
  --data '
{
  "market_ids": [
    "KXFED-26MAR19",
    "KXCPI-26MAR",
    "KXUNEMP-4.5"
  ],
  "period": "7d",
  "platform": "kalshi"
}
'

{
  "clusters": [
    [
      "KXFED-26MAR19",
      "KXCPI-26MAR"
    ]
  ],
  "concentration_warnings": [
    "KXFED-26MAR19 and KXCPI-26MAR are highly correlated (0.73) — holding both creates concentration risk on Fed policy"
  ],
  "generated_at": "2026-03-21T14:30:00Z",
  "market_ids": [
    "KXFED-26MAR19",
    "KXCPI-26MAR",
    "KXUNEMP-4.5"
  ],
  "pairs": [
    {
      "correlation": 0.73,
      "data_points": 168,
      "market_a": "KXFED-26MAR19",
      "market_b": "KXCPI-26MAR",
      "relationship": "strong_positive"
    },
    {
      "correlation": 0.45,
      "data_points": 168,
      "market_a": "KXFED-26MAR19",
      "market_b": "KXUNEMP-4.5",
      "relationship": "positive"
    },
    {
      "correlation": -0.12,
      "data_points": 168,
      "market_a": "KXCPI-26MAR",
      "market_b": "KXUNEMP-4.5",
      "relationship": "neutral"
    }
  ],
  "period": "7d",
  "platform": "kalshi"
}