Inputs
Closed 5m closes of up to 150 most traded USDT perpetuals from ArcDelta, window and resolution.
TreVmS Labs · v1.0
How tied is each coin to BTC, in calm and in stress, and which coins move together once BTC is taken out?
Outputs
Correlation matrix ordered by cluster, beta to BTC with its error, betas on up, down and stressed BTC bars, volatility net of BTC, clusters and a rolling 24h beta for one coin.
Evidence
On 134 perpetuals over 8 days the 134 × 134 matrix took under 0.2 s for every window. Between consecutive days the ranking of coins by correlation to BTC held (Spearman 0.77), while clusters agreed only partly (adjusted Rand 0.26).
Limits
Clusters are a snapshot of the window, not fixed sectors. After a restart the server needs a few minutes to load the universe; the 7-day window waits until a week of history is loaded.
API
GET /labs/correlations?window=3d&resolution=1h&symbol=SOLUSDT
Minimum data: 90% coverage of the window per coin.
Any account can run models within its plan quota; the standard liquidation map is free. Pricing →