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Research field guide

Correlation alignment with missing crypto candles

A return comparison requires the same time intervals. Adjacent rows in a file are not necessarily adjacent market periods.

A worked distinction

If one market lacks the 10:00 candle, pairing its 09:00-to-11:00 change with another market’s 10:00-to-11:00 return compares two different horizons. Matching timestamps and excluding gap-crossing returns avoids that particular mismatch.

What to verify in your own analysis

Keep interval, timezone, quote currency, sample length and return convention visible. Historical correlation is descriptive and can change when the window or regime changes.

Write down the market or protocol identifier, units, observation window and data source before comparing outputs. Keep unavailable values distinct from zero. Capture a baseline and change one assumption at a time so the resulting difference can be explained.

Use the linked working tools

Open the related tools below to inspect actual public observations or calculate a local scenario. The numerical example above is illustrative, not a current quote. Export the result together with its assumptions if you need a reproducible research record.

The review checklist records what you checked in this tab. Completion measures your own notes, not whether an investment is safe, suitable or profitable.

Primary documentation

Research review record

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