@pond-ts/financial API Reference
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    Interface CorrelationOptions<S, Output>

    interface CorrelationOptions<S extends SeriesSchema, Output extends string> {
        benchmark: NumericColumnNameForSchema<S>;
        column?: NumericColumnNameForSchema<S>;
        output?: Output;
        period?: number;
    }

    Type Parameters

    • S extends SeriesSchema
    • Output extends string
    Index

    Properties

    benchmark column? output? period?

    Properties

    benchmark: NumericColumnNameForSchema<S>

    The comparison column — required, and a column on this same series. Join the benchmark in first; see the study's docstring.

    column?: NumericColumnNameForSchema<S>

    Source column. Default 'close'.

    output?: Output

    Name of the appended column. Default 'corr'.

    period?: number

    Window in bars. Default 30 (TA-Lib CORREL's). Must be at least 2 — a one-bar window has no variance, so every reading would be 0/0.

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