Login

Reset password
Point-In-Time symbols (PIT-Symbols)

Point-In-Time symbols (PIT-Symbols)

April 1, 2025 ⏱ 3 min read

PIT-Symbols: Permanent Identifiers for Traded Instruments

PIT-Symbol (Point-In-Time Symbol) is a permanent and unique identifier for financial instruments (stocks, ETFs) used by CorrGrid. It addresses the key issue of frequent changes in stock tickers.

Standard stock tickers are not permanent: they change due to mergers, rebranding, and delistings. Furthermore, a ticker symbol can be reassigned to a completely different company once it becomes available, causing significant confusion in historical data analysis.

Read More »
Bulk API

Bulk API

March 31, 2025 ⏱ 7 min read

Minimal working example:

import pandas as pd

url = "https://api.corrgrid.com/v2/2025-02-26/corr/raw/relation?token=demo"
correlation_matrix = pd.read_json(url, storage_options = {"User-Agent": "api"}, orient='split')
print(correlation_matrix)

Read More »
Top Cointegrated Assets on the Topology Screen

Top Cointegrated Assets on the Topology Screen

February 20, 2025 ⏱ 6 min read

This section describes the Top Cointegrated Assets list displayed on the Market Topology screen.

Before proceeding, it is crucial to read and understand the Top/Bottom Correlations documentation, as this section builds upon the concepts explained there.

Overview

This list displays the top 100 most cointegrated assets (pairs, triplets and quadruplets), relative to the selected instrument (if exists).

Read More »
Top/Bottom Correlations on the Topology Screen

Top/Bottom Correlations on the Topology Screen

February 19, 2025 ⏱ 5 min read

This section describes the Top/Bottom Correlations list displayed on the Market Topology screen.

Overview

This list displays the 100 most positively and 100 most negatively correlated assets (pairs, triplets, and quadruplets) with an absolute correlation value greater than 0.1, relative to the selected instrument.

Read More »