{"uid":"cap_cgjkTCbjf726SWjOvFkiS","slug":"carbon-cashmere-btc-eth-cointegration-analysis-e156fd55","name":"Carbon & Cashmere BTC-ETH Cointegration Analysis","description":"Professional crypto market intelligence. Real-time prices, signals, and market scoring.","url":"https://api.carbon-cashmere.de/v1/cointegration/BTC-ETH","method":"GET","headers":{},"bodySchema":{"type":"object","properties":{"properties":{"type":"string"}}},"responseSchema":{"type":"json","example":{"base":"BTC","pair":"BTC-ETH","_meta":{"disclaimer":"Informational research data only — not investment advice."},"quote":"ETH","spread":{"current":0.023,"zscore_current":1.42,"beta_coefficient":0.89},"engle_granger":{"p_value":0.012,"test_statistic":-3.42,"critical_values":{"5pct":-3.38}},"lookback_days":90,"mean_reversion":{"adf_p_value":0.018,"half_life_days":4.2},"is_cointegrated_at_5pct":true,"is_cointegrated_at_10pct":true}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.05","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"registry","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.05/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_EvnFX3FPk5iMy104jyMbv","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.05","costPer":"request","priority":0,"asset":null,"unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns statistical cointegration analysis between BTC and ETH including Engle-Granger test results, z-score spread, beta coefficient, and mean-reversion half-life over a 90-day lookback.","exampleAgentPrompt":"Pull the latest cointegration analysis for BTC-ETH — I want to know if they're statistically cointegrated at the 5% level, what the current spread z-score is, and how many days the half-life of mean reversion is.","exampleUseCases":[{"title":"Pairs trading entry signal check","prompt":"Check if there's a mean-reversion opportunity between BTC and ETH right now — I need the current spread z-score and whether the pair is cointegrated, so I can decide if it's worth entering a pairs trade."},{"title":"Statistical arbitrage backtesting research","prompt":"Run the cointegration analysis on BTC and ETH for me — I want the Engle-Granger test statistic, p-value, and beta coefficient so I can validate whether this pair is suitable for a stat arb strategy I'm building."},{"title":"Mean reversion half-life assessment","prompt":"How long does the BTC-ETH spread typically take to mean-revert right now? Pull the latest half-life estimate and let me know if the spread z-score is at an extreme level worth acting on."}],"resultDescription":"A JSON object containing: whether BTC-ETH is cointegrated at 5% and 10% significance levels, Engle-Granger test statistic and p-value with critical values, current spread value and z-score, beta coefficient, ADF p-value for mean reversion, and estimated half-life in days over a 90-day lookback window.","failureModes":["Endpoint may return stale data if upstream price feeds are delayed","Invalid or unsupported pair symbol returns an error","Payment not included or insufficient USDC balance results in 402 Payment Required","Rate limiting may apply under high request volume","Network timeout if crypto data source is temporarily unavailable"],"whenToPreferThis":"Use this endpoint when building pairs trading strategies, statistical arbitrage systems, or quantitative research tools that need to assess the long-run equilibrium relationship between BTC and ETH. Prefer this over general price endpoints when you specifically need cointegration statistics, spread z-scores, or mean-reversion half-life for the BTC-ETH pair rather than raw prices or trend signals.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T00:55:12.469Z","isFirstParty":false}