curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/transfer \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "x_history": [
    100.5,
    101.2,
    100.8,
    102.1,
    101.5,
    102.8,
    102.3,
    103.5,
    103.1,
    104.2
  ],
  "y_history": [
    100,
    100.7,
    100.3,
    101.5,
    101,
    102.2,
    101.8,
    102.9,
    102.5,
    103.5
  ],
  "lag": 1,
  "n_bins": 8
}
'

{
  "success": true,
  "data": {
    "transfer_entropy": 0.1245,
    "lag": 1
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

quantlib-physics

Calculate Transfer Entropy

Calculates the transfer entropy from time series X to Y, measuring the reduction in uncertainty about Y’s future when conditioning on X’s past, beyond what Y’s own history provides. Transfer entropy is asymmetric and detects directional information flow, making it ideal for causality detection in financial time series.

Use Cases:

Detect lead-lag relationships between assets
Identify directional information flow between markets
Measure predictive causality in trading signals
Analyze contagion effects across markets
Study cross-market dependencies and spillovers

Formula: TE(X→Y) = I(Y_future; X_past | Y_past)

Credits: 5 credits per request (Pro Tier) [Tier: ENTERPRISE, Credits: 10]

POST

quantlib

physics

entropy

transfer

curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/transfer \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "x_history": [
    100.5,
    101.2,
    100.8,
    102.1,
    101.5,
    102.8,
    102.3,
    103.5,
    103.1,
    104.2
  ],
  "y_history": [
    100,
    100.7,
    100.3,
    101.5,
    101,
    102.2,
    101.8,
    102.9,
    102.5,
    103.5
  ],
  "lag": 1,
  "n_bins": 8
}
'

{
  "success": true,
  "data": {
    "transfer_entropy": 0.1245,
    "lag": 1
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

Authorizations

X-API-Key

string

header

required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

x_history

number[]

required

Historical time series for variable X (source)

Example:

[
  0.12,
  0.15,
  0.11,
  0.18,
  0.14,
  0.16,
  0.13,
  0.17,
  0.15,
  0.19
]

y_history

number[]

required

Historical time series for variable Y (target)

Example:

[
  0.1,
  0.13,
  0.09,
  0.16,
  0.12,
  0.14,
  0.11,
  0.15,
  0.13,
  0.17
]

lag

integer

default:1

Time lag for transfer entropy calculation (number of steps)

Example:

1

n_bins

integer

default:10

Number of bins for discretization (higher = finer resolution but needs more data)

Example:

10

Response

Transfer entropy calculated successfully

success

boolean

Example:

true

data

object

Show child attributes

Free Tier (0 credits)

Basic Tier (1 credit)

Standard Tier (2 credits)

Pro Tier (5 credits)

Enterprise Tier (10 credits)

Calculate Transfer Entropy

Authorizations

Body

Response