The market isn't a collection of independent instruments. It's a web of relationships that move together until they don't. Correlation Hub maps the entire web in real time. Across FX, equities, commodities, bonds, and crypto. Live correlation matrices. Rolling-window tracking on every pair. Regime-shift alerts when historical relationships break down. The lens institutional desks use to think about cross-asset exposure, finally available to retail traders who think in portfolios.
A retail trader thinks: "I'm long EUR/USD." An institutional desk thinks: "I'm long EUR/USD, which means I'm short USD broadly, which is correlated +0.94 with my short DXY position, which means I'm effectively doubled-up on the same dollar trade, which means my risk is 1.8x what my book shows, which means I need to size down." Same trades. Two universes of awareness.
Most blow-ups aren't from one bad trade. They're from three correlated trades that looked diversified.
The textbook line "diversification reduces risk" assumes you actually know what's correlated with what. Most retail traders don't. They take five positions (long EUR, short USD/JPY, long gold, short DXY futures, long copper) and tell themselves it's a diversified book. It isn't. Every one of those is a dollar-short trade, and on the day the dollar rips, they all lose together. Correlation Hub fixes the blind spot. Every instrument you trade gets cross-referenced against everything else you trade (and against the broader cross-asset universe) so you see the real exposure, not the labeled one. Plus the moments when historical correlations stop working. Which is when the biggest opportunities (and biggest blow-ups) happen.
Cross-asset correlation grid across 200+ instruments at GA. Configurable rolling windows (5d, 30d, 90d, 1y, 5y). Heat-mapped for fast pattern recognition. Click any cell to drill into the pair's time series.
Every pair tracked as a time series. See how the relationship has evolved over weeks, months, or years. Long-run average vs. current reading. Volatility-of-correlation as a second-order signal.
When a historically stable correlation breaks down (DXY / Gold flipping from −0.85 to −0.40, for example) the system flags it in real time. These shifts are usually the early signal of a broader macro regime change.
Feed in your current positions; get back the effective correlation of your book. "Your 5 trades have an effective dimensionality of 1.8". Meaning you're really just running 1.8 independent bets, not 5. The diversification reality check.
Cointegration testing for pairs (statistical relationship beyond simple correlation). Spread time series. Mean-reversion entries when spreads stretch. Half-life of mean reversion per pair. The toolkit for relative-value strategies.
if at.corr("EURUSD", "DXY", 30) > -0.85: skip(). Build strategies that adapt to current correlation regimes. Filter pair trades on cointegration tests. Auto-throttle when portfolio correlation exceeds your threshold.
Tick-level price feeds across 200+ instruments. FX, equities, equity indices, fixed-income futures, commodities, crypto. Time-aligned, returns-normalized, outlier-cleaned. The foundation for any honest correlation work.
Pairwise correlations computed across all rolling windows you might want. 5d, 30d, 90d, 1y, 5y. Cointegration tests on every pair. Regime detection runs continuously; significant shifts flagged with statistical confidence bands.
Live matrix as the central view. Rolling time series for any pair. Regime-shift feed for what's breaking now. Portfolio analyzer for your actual book. Pairs-trading workspace for relative-value setups. Strategy Lab SDK for systematic use.
Correlation Hub ships in three stages. Major cross-asset coverage first, then expanded asset classes, then portfolio analysis and pairs-trading tooling. Strategy Lab SDK access in the second stage.
Closed beta to All-Access subscribers. ~40 instruments across FX, equity indices, gold, oil, bonds, top crypto. Live matrix, rolling correlations, regime-shift alerts. Heat-mapped grid with drill-down on any pair.
Public beta. Coverage expanded to 120+ instruments. All FX minors, single-stock equities (top 100 US, top 50 European), expanded commodities. First Strategy Lab SDK access for correlation-aware strategies.
General availability. 200+ instruments. Portfolio correlation analyzer (effective dimensionality, hidden concentration). Pairs trading workspace with cointegration testing, mean-reversion entries, half-life metrics. Custom alert webhooks.
Stressed correlation modeling: what correlations look like in crisis periods historically. Scenario projections: "if DXY rallies 3%, what does my portfolio do given current correlations?" Integration with Scenario Testing and VaR Analysis apps.
Risk Exposure shows your raw position exposure. Correlation Hub shows what's actually correlated. Combined: your true risk envelope. Stop fooling yourself that 5 dollar-short trades is a diversified book.
See Risk Exposure →VaR estimates require correlation assumptions. With Correlation Hub's live correlation matrix and historical regime data, VaR adapts to the current regime, not the one that existed last year. Far more honest risk numbers.
See VaR Analysis →Build strategies that throttle when portfolio correlation exceeds a threshold. Auto-pause pair trades when cointegration breaks. Filter signals by current correlation regime. Programmable correlation awareness. Institutional-grade.
See Strategy Lab →Closed beta opens in August with ~40 major cross-asset instruments. Beta access free for the first 2,000 waitlist members. Production pricing aligns with other Arizet apps ($8 / 7d · $29 / 30d · $269 / 365d).
Join the waitlist and we'll send you beta access in August when Stage 01 opens. Free through public beta in September. Priority given to traders who run multi-instrument books and quant teams building correlation-aware systems.
The cross-asset perspective institutional traders treat as oxygen, finally on a retail screen.