Re: Covariance

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ah… yes, my code probably wont’ work your version because i am using an in-house version of AlgoQuant.

that was just to show you the concept of how things work. you will need to adapt and modify it for your purpose.

when it ask you to create a new class file, did you create the data source instance properly? it will be something like:

(again, this code does not work with your version, but you have something similiar in the demo files.)

in a nutshell, you need to define what ‘yahoo’ is in your code.