Eman-RazCorrelation(PNG,ETH)
Updated 2023-09-07
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with tab3 as (with tab1 as (select hour::date as day, avg(PRICE) as PNG_price
from avalanche.core.fact_hourly_token_prices
where token_address='0x60781c2586d68229fde47564546784ab3faca982'
group by 1
order by 1),
tab2 as (select hour::date as day, avg(price) as ETH_price
from ethereum.core.fact_hourly_token_prices
where symbol='WETH'
group by 1
order by 1)
select tab1.day as day, PNG_price, ETH_price
from tab1 left join tab2 on tab1.day=tab2.day
--where tab1.day>='2021-09-02'
order by 1)
select corr(PNG_price,ETH_price)
from tab3
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