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Implements Covariance as Lean Indicator #6982

@AlexCatarino

Description

@AlexCatarino

Expected Behavior

Lean supports Covariance as a Lean Indicator which takes a Symbol object, a benchmark Symbol, and a look-back period.

Actual Behavior

Not supported. See #83

Potential Solution

Implement this indicator. Lean currently implemented it internally in the Beta indicator: Beta.cs#L160.

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  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

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    featuregood first issueIf you're looking to get started as a LEAN contributor, check out these starter issues!indicator

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