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Market Observatory
CorrelationsTwo lenses on market structure. Lens one: rolling correlation of log-returns, mined into emergent sectors by hyperdb's connected components. Nobody configured these groupings, the price co-movement did. Lens two: the hyperdensity regimes mined from joint-state co-occurrence. Where the lenses agree, the structure is real.
Which assets move together, and the sectors that co-movement forms on its own.
- Assets
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- Pairs
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- Sectors
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The correlation graph needs at least two assets with aligned bar history. It fills a few minutes after the market feeds start.