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lib/statistics/covariance/Covariance.md
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| **PineScript** | [covariance.pine](covariance.pine) |
- Covariance measures the joint variability of two random variables.
- **Similar:** [Correlation](../correlation/Correlation.md), [Beta](../beta/Beta.md) | **Trading note:** Rolling covariance; measures how two assets move together. Foundation of portfolio theory.
- **Similar:** [Correl](../correl/Correl.md), [Beta](../beta/Beta.md) | **Trading note:** Rolling covariance; measures how two assets move together. Foundation of portfolio theory.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Covariance measures the joint variability of two random variables. It indicates the direction of the linear relationship between variables.