Technical Indicators

Pairwise Correlation Matrix (CORRMATRIX)

Changed on

NxN pairwise Pearson correlation of LOG returns of CLOSE prices over the last window common trading days (inner-joined on shared dates). Symbols are deduplicated (case-insensitive) and SORTED; since the matrix is symmetric, the response symbols and matrix keys are in sorted order (this also avoids cache fragmentation). A null matrix entry means the pair is undefined (zero-variance series). Daily only (interval=1d). Uses CLOSE prices, matching the close-based BETA / CORREL indicator family.

post/api/v1/indicators/corrmatrix

Request

  • Base URL: https://sugra.ai
  • URL: https://sugra.ai/api/v1/indicators/corrmatrix
  • Auth: API key in header x-api-key

Request body

symbolsstring[] required

Tickers to correlate (2-10). Deduplicated (case-insensitive) and sorted; the response symbols reflects the sorted-canonical order.

windowinteger

Number of most recent common trading days (log-return bars) to correlate over.

intervalstring

OHLC interval. Only 1d is supported (common-trading-days alignment is daily-only).

rangestring nullable

Optional range string for the underlying OHLC fetch (e.g. 1y, 2y).

Example request

{
  "symbols": [
    "AAPL",
    "MSFT",
    "GOOGL"
  ],
  "window": 60,
  "interval": "1d",
  "range": "1y"
}

Response

Successful Response

Example response

{
  "data": {
    "symbols": [
      "AAPL",
      "GOOGL",
      "MSFT"
    ],
    "interval": "1d",
    "window": 60,
    "common_bars": 60,
    "matrix": {
      "AAPL": {
        "AAPL": 1,
        "MSFT": 0.83
      },
      "MSFT": {
        "AAPL": 0.83,
        "MSFT": 1
      }
    },
    "source": "sugra_finance"
  },
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "data_age_days": 8.532,
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ],
    "stale_since": "2026-09-08T12:00:00Z",
    "period": "2026-Q1",
    "notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
  }
}

Changes