x cov y    cov[x;y]

Where x and y are conforming numeric lists returns their covariance as a floating-point number. Applies to all numeric data types and signals an error with temporal types, char and sym.

q)2 3 5 7 cov 3 3 5 9
4.5
q)2 3 5 7 cov 4 3 0 2
-1.8125
q)select price cov size by sym from trade

cov is an aggregate function.

The function cov is equivalent to {avg[x*y]-avg[x]*avg y}.