THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

EWMA Covariance

Watch the same new vector compete with the existing matrix.

0.94
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. Declare zero-mean residuals and seed
  2. 2. Compute current outer product
  3. 3. Blend λ old + (1−λ) new
  4. 4. Report remaining seed weight

Calculated history

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

Result and diagnostics

Sigma_t=lambda Sigma_(t-1)+(1-lambda) x_t x_t^T

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