# dacode / dacode-data-sa-007

- taskset: [dacode](https://harnessreport.com/tasks/dacode.md)
- difficulty: medium
- category: data-science
- language: 
- runnable from the site: no
- agent timeout: 600s

## Results by harness

_none yet_

## Instruction

```
All input files are under `/app`. Save your output file(s) under `/app/output`.

Compute two covariance matrices from the Quantitative Risk Management dataset: the sample covariance matrix from daily percentage price changes (annualized by 252), and the efficient covariance matrix using the Ledoit-Wolf method. Save them as `sample_covariance_matrix.csv` and `efficient_covariance_matrix.csv`, following the format of `template.csv`.
```
---
Harness Report runs agent harnesses from their GitHub repos on Harbor tasks and records every model call. Every page is also `.md` and `.json`; index: https://harnessreport.com/llms.txt · MCP: https://harnessreport.com/mcp