Crypto Correlation Matrix (Portfolio Diversification Analysis)
Pricing
Pay per usage
Crypto Correlation Matrix (Portfolio Diversification Analysis)
Computes Pearson correlation matrix of daily returns for crypto assets. Identify highly correlated assets (same risk) or low-correlation pairs (diversification). CoinGecko free API, 7/30/90 day windows. No API key. $0.003/pair.
Pricing
Pay per usage
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Developer
Hojun Lee
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11 days ago
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Crypto Correlation Matrix
Compute how closely major crypto assets move together over 30/60/90 days. Identifies highly correlated pairs (no diversification benefit) vs uncorrelated assets (true diversification).
⚡ Run in 30 seconds
Click Start with default settings — you get a full Pearson correlation matrix for 15 major crypto assets (BTC, ETH, SOL, BNB, AVAX, LINK, UNI, AAVE, and more) computed from 90 days of daily price history. No API key needed.
What It Does
Fetches daily price history for 15 major assets and computes pairwise Pearson correlation coefficients from their log returns.
Default assets: BTC, ETH, SOL, BNB, AVAX, LINK, UNI, AAVE, ARB, OP, SUI, INJ, NEAR, TAO, WIF
Output Fields
| Field | Description |
|---|---|
asset_a, asset_b | The pair being compared |
correlation | -1.0 (perfect inverse) to +1.0 (perfect together) |
interpretation | very_high / high / moderate / low / near_zero |
Correlation Interpretation
| Range | Meaning |
|---|---|
| 0.8–1.0 | Very high — assets move almost identically |
| 0.6–0.8 | High — similar direction, some divergence |
| 0.4–0.6 | Moderate — some co-movement |
| 0.2–0.4 | Low — mostly independent |
| 0–0.2 | Near zero — effectively uncorrelated |
| Negative | Inverse — one goes up when other goes down |
Pricing
$0.008 flat per run.
