Correlation Agent

Index beta, sector concentration, and correlated setup overlap.

RELIABILITY81.4%

SAMPLES142

Required Data Inputs

• High-frequency Tick Stream (LTP, bid, ask, volume)
• 1m, 3m, 5m, 15m OHLC Candle Aggregations
• VWAP & Exponential Moving Average Ribbons (9, 21, 50, 200)
• Relative Volume (RVOL) & Opening Range Benchmarks

Structured Output Schema (Section 11)

{
  "agent_id": "correlation",
  "direction": "BULLISH | BEARISH | NEUTRAL",
  "score": 0.82,
  "confidence": 0.85,
  "evidence": ["VWAP test confirmed"],
  "time_horizon": "INTRADAY",
  "invalidation": 2962.10
}