# Realised covariance estimator

**URL:** <https://discourse.julialang.org/t/realised-covariance-estimator/59918>\
**Category:** General Usage\
**Tags:** question\
**Created:** [April 24, 2021, 6:51am UTC](https://discourse.julialang.org/t/realised-covariance-estimator/59918 "2021-04-24T06:51:39Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![Shahal](https://avatars.discourse-cdn.com/v4/letter/s/958977/32.png) [@Shahal](https://discourse.julialang.org/u/Shahal)\
**Post date:** [April 24, 2021, 6:51am UTC](https://discourse.julialang.org/t/realised-covariance-estimator/59918/1 "2021-04-24T06:51:39Z")

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Hello, is there a code for the realised covariance estimator, rcov in Julia? I understand it is the simplest form of covariance matrix estimation. I wish to estimate the matrix for 10 assets.

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**Author:** ![mschauer](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mschauer/32/13946_2.png) [@mschauer](https://discourse.julialang.org/u/mschauer)\
**Post date:** [April 24, 2021, 8:21am UTC](https://discourse.julialang.org/t/realised-covariance-estimator/59918/2 "2021-04-24T08:21:59Z")

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It’s [Scatter Matrix and Covariance · StatsBase.jl](https://juliastats.org/StatsBase.jl/latest/cov/#StatsBase.scattermat) `scattermat` From StatsBase.