Merge branch 'dev'

lib/statistics/covariance/Covariance.md

@@ -13,9 +13,7 @@
 | **PineScript**   | [covariance.pine](covariance.pine)                       |
 
 - Covariance measures the joint variability of two random variables.
-- Parameterized by `period`, `ispopulation` (default false).
-- Output range: Varies (see docs).
-- Requires `period` bars of warmup before first valid output (IsHot = true).
+- **Similar:** [Correlation](../correlation/Correlation.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.
@@ -84,4 +82,4 @@ var cov = new Covariance(20);
 cov.Update(price1, price2);
 
 // Access the result
-double result = cov.Last.Value;
+double result = cov.Last.Value;