BaseDataProvider.get_covariance_matrix¶
- BaseDataProvider.get_covariance_matrix()[source]¶
Returns the covariance matrix.
- Returns
an asset-to-asset covariance matrix.
- Return type
numpy.ndarray
- Raises
QiskitFinanceError – no data loaded
Returns the covariance matrix.
an asset-to-asset covariance matrix.
numpy.ndarray
QiskitFinanceError – no data loaded