THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Sample Covariance

Add complete rows and audit sample means, denominator and cells.

0.7
1

Keyboard: Tab to a control; native arrow keys change sliders. Alt + Right steps, Alt + Left goes back. Reduced-motion Play advances one state only.

  1. 1. Align complete asset vectors
  2. 2. Estimate endpoint column means
  3. 3. Sum centered outer products
  4. 4. Divide by n−1; singular PSD allowed

Calculated history

Calculated stateValues from the current input prefix, not a decorative trace.
● Selected experiment┄ Canonical parameters / same cutoff

Result and diagnostics

S=sum((x_i-mean(x))(x_i-mean(x))^T)/(n-1)

Calculation trace

Exact current output (JSON)


Input audit
Only the shown information prefix is supplied to the calculation. Synthetic fixture; no live market data or fitted performance claim.
Exact input supplied to the reference engine