Markets & official data

Validated lead/lag detector

Only relationships that survive Benjamini-Hochberg FDR (5 %) and held-out out-of-sample validation. Fields: leader, follower, lagDays, direction, trainCorr, trainQ, testCorr, testP, zeroLagCorr, stability, windows. Empty when nothing survives.

get/_api/price_lag

Request

  • Base URL: https://shadowalpha.online
  • URL: https://shadowalpha.online/_api/price_lag
  • Auth: none declared

Response

Method, sample and surviving signals.

object required

Changes

No recorded changes to this operation across all 1 revision of this API.