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POST
/
v1
/
correlation
Cross-market correlation analysis
curl --request POST \
  --url https://api.example.com/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"
}

Body

application/json

Request for cross-market correlation analysis.

market_ids
string[]
required

Market IDs to correlate

Required array length: 2 - 20 elements
platform
string
default:kalshi

Platform for all markets

period
string
default:7d

Lookback period: '48h', '7d', '30d'

Response

Successful Response

Cross-market correlation analysis.

market_ids
string[]
required

Markets analyzed

platform
string
required

Platform

period
string
required

Lookback period used

pairs
MarketCorrelationPair · object[]

All pairwise correlation coefficients

clusters
string[][]

Groups of correlated markets (correlation > 0.5)

concentration_warnings
string[]

Warnings about highly correlated pairs

generated_at
string<date-time>

When this analysis was generated