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Carbon Cashmere Quant Research Suite
x402
Carbon Cashmere Quant Research Suite is a paid API for AI agents from api.carbon-cashmere.de, paid per call via x402, $0.15/call, status down (last checked 2026-09-15).
Runs 5 cross-sectional and statistical analytics (rolling Pearson correlation, OLS/rolling beta-to-BTC, Engle-Granger cointegration, cross-sectional dispersion, sector rotation ranks) over a crypto pair or universe for pairs-trading and regime-shift research.
Price / call$0.15
Success—
StatusDown
How this service works
Professional crypto market intelligence. Real-time prices, signals, and market scoring.
Output
Returns 5 analytics modules: (1) rolling Pearson correlation between the pair/universe, (2) OLS and rolling beta-to-BTC, (3) Engle-Granger cointegration result with ADF statistic and Ornstein-Uhlenbeck half-life, (4) cross-sectional volatility and cluster assignments, and (5) sector rotation ranks. All results are for informational/research purposes only, not investment advice.
Example use cases
Identify cointegrated pairs for stat-arb
“Scan SOL and AVAX for me — I want the Engle-Granger cointegration result, ADF statistic, and Ornstein-Uhlenbeck half-life so I can figure out if there's a mean-reversion edge worth trading between them.”
Detect crypto market regime shifts
“Run the full analytics bundle across my altcoin universe — I need rolling beta-to-BTC, cross-sectional dispersion clusters, and sector rotation ranks so I can tell whether we're in a risk-on rotation or a BTC-dominance regime right now.”
Evaluate ETH pairs-trading setup
“Pull the rolling Pearson correlation and OLS beta for ETH against BTC over the last 90 days — I'm sizing up a pairs trade and need to know how stable the relationship has been and whether the beta is drifting.”
Technical details
Endpoint
GEThttps://api.carbon-cashmere.de/v1/quant-research-suiteWhen to prefer
Use this endpoint when you need a bundled set of 5 statistical and cross-sectional crypto analytics in a single call at a discount ($0.40 vs $0.52 separate). Ideal for pairs-trading research, regime-shift detection, and stat-arb strategy development where you need cointegration, correlation, beta, dispersion, and rotation data together. Prefer over individual endpoints when cost efficiency and comprehensive analytics in one response matter.
Side effects
- invalid or unrecognized ticker symbols return an error
- unsupported asset pair or universe too large returns a parameter error
- insufficient historical data for requested window causes computation failure
- service temporarily unavailable returns 5xx error
- missing required pair/universe parameter returns 400 bad request
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| properties | string |
Output
Schema · Response
{
"type": "json",
"example": {
"_meta": {
"disclaimer": "Informational research data only — not investment advice."
},
"pricing": {
"discount_pct": 23,
"bundle_price_usd": 0.4,
"separate_components_sum_usd": 0.52
},
"components": {
"rotation": {
"top_gainers": []
},
"dispersion": {
"cross_sectional_vol": 0.009
},
"beta_to_btc": {
"beta": 1.21
},
"cointegration": {
"is_cointegrated_at_5pct": false
},
"rolling_correlation": {
"current_correlation": 0.91
}
},
"bundle_name": "quant_research_suite"
}
}Tags
x402
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