Sample covariance

x scov y    scov[x;y]

Where x and y are conforming numeric lists returns their sample covariance as a float atom.

Applies to all numeric data types and signals an error with temporal types, char and sym.

q)2 3 5 7 scov 3 3 5 9
8
q)2 3 5 7 scov 4 3 0 2
-2.416667
q)select price scov size by sym from trade

scov is an aggregate function.

The function scov is equivalent to {cov[x;y]*count[x]%-1+count x}.