{
  "metadata": {
    "publishedDate": "2026-10-03",
    "publisher": "InsomniCapital",
    "source": {
      "publisher": "European Central Bank",
      "url": "https://data-api.ecb.europa.eu/service/data/EXR/D.USD+GBP+JPY.EUR.SP00.A?startPeriod=2024-01-01&endPeriod=2024-12-31&format=csvdata",
      "retrievedAt": "2026-10-02T22:21:43.880Z",
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    "method": {
      "pairs": "EUR crosses directly; GBPUSD=USD/GBP; USDJPY=JPY/USD, all on matching ECB dates",
      "returns": "ln(current reference / previous reference)",
      "windows": "Each window uses N+1 observations for N consecutive returns. Advance one source observation. No forward fill.",
      "correlation": "Pearson correlation of aligned EURUSD and GBPUSD log returns",
      "volatility": "Sample return standard deviation with N-1 denominator multiplied by sqrt(252)",
      "units": "Correlation dimensionless; JSON volatility decimal ratios, CSV volatility percentages",
      "dependence": "Adjacent windows share N-1 returns. They are not independent samples.",
      "limitations": "Information-only historical references, not executable quotes, intraday candles, trading returns, a strategy test or forecast."
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