Full pairwise cross-asset correlation matrix with most/least correlated pairs

Code snippets

curl "https://api.oanor.com/crossassetcorrelation-api/v1/matrix" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/crossassetcorrelation-api/v1/matrix", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/crossassetcorrelation-api/v1/matrix");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/crossassetcorrelation-api/v1/matrix",
    headers={"x-oanor-key": "oanor_test_..."}
)

Example response

A real response from this endpoint, captured by the latest health check.

{
    "data": {
        "to": "2026-06-11",
        "from": "2026-03-10",
        "note": "Full pairwise Pearson correlation of daily (log) returns across asset classes, aligned on common trading days. +1 = move together (same bet), 0 = unrelated, -1 = move opposite (a hedge). most_correlated pairs double up risk; least_correlated are the best diversifiers.",
        "assets": [
            {
                "key": "us_equities",
                "class": "equities",
                "label": "US Equities (S&P 500)"
            },
            {
                "key": "us_tech",
                "class": "equities",
                "label": "US Tech (Nasdaq 100)"
            },
            {
                "key": "us_smallcap",
                "class": "equities",
                "label": "US Small Caps"
            },
            {
                "key": "intl_developed",
                "class": "equities",
                "label": "Developed ex-US Equities"
            },
            {
                "key": "emerging",
                "class": "equities",
                "label": "Emerging Market Equities"
            },
            {
                "key": "long_treasuries",
                "class": "bonds",
                "label": "Long US Treasuries"
            },
            {
                "key": "mid_treasuries",
                "class": "bonds",
                "label": "7-10y US Treasuries"
            },
            {
                "key": "ig_credit",
                "class": "bonds",
                "label": "Investment-Grade Credit"
            },
            {
                "key": "high_yield",
                "class": "bonds",
                "label": "High-Yield Credit"
            },
            {
                "key": "gold",
                "class": "commodities",
                "label": "Gold"
            },
            {
                "key": "silver",
                "class": "commodities",
                "label": "Silver"
            },
            {
                "key": "oil",
                "class": "commodities",
                "label": "Crude Oil"
            },
            {
                "key": "broad_commodities",
                "class": "commodities",
                "label": "Broad Commodities"
            },
            {
                "key": "bitcoin",
                "class": "crypto",
                "label": "Bitcoin"
            },
            {
                "key": "ether",
                "class": "crypto",
                "label": "Ether"
            },
            {
                "key": "us_dollar",
                "class": "currency",
                "label": "US Dollar"
            },
            {
                "key": "real_estate",
                "class": "real_estate",
                "label": "US Real Estate (REITs)"
            }
        ],
        "matrix": {
            "oil": {
                "oil": 1,
                "gold": -0.336,
                "ether": -0.15,
  
…