{
  "id": "D10-F02-A02",
  "title": "Realized Covariance",
  "name": "independent-small-anchor",
  "input": {
    "returns_x": [
      0.01,
      -0.02,
      0.03,
      -0.01
    ],
    "returns_y": [
      0.02,
      0.01,
      -0.01,
      -0.02
    ],
    "timestamps_x": [
      "2026-01-01T09:00:00Z",
      "2026-01-01T09:05:00Z",
      "2026-01-01T09:10:00Z",
      "2026-01-01T09:15:00Z"
    ],
    "timestamps_y": [
      "2026-01-01T09:00:00Z",
      "2026-01-01T09:05:00Z",
      "2026-01-01T09:10:00Z",
      "2026-01-01T09:15:00Z"
    ],
    "parameters": {
      "window": 4,
      "annualization_factor": 1
    }
  },
  "expected": {
    "latest.covariance": -0.0001
  }
}