{
  "id": "D10-F04-A02",
  "title": "EWMA Covariance",
  "name": "independent-small-anchor",
  "input": {
    "returns": [
      [
        0.01,
        0.02
      ],
      [
        -0.02,
        0.01
      ]
    ],
    "parameters": {
      "decay": 0.5
    }
  },
  "expected": {
    "matrix": [
      [
        0.000225,
        -5e-05
      ],
      [
        -5e-05,
        0.00015
      ]
    ],
    "diagnostics.weight_mass": 0.75
  }
}