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Math & Statistics

Matrix

Also called: matrices, matrix multiplication, linear algebra

A matrix is a rectangular array of numbers that represents a linear transformation, and it's how portfolios are actually computed. Portfolio variance is a weight vector times a covariance matrix times the weight vector back — one expression that handles a thousand assets and every pairwise interaction between them. Matrix operations are what make large-scale risk and optimisation tractable at all.

Where this is taught

Definitions are the trailer. These free levels turn Matrix into something you play — one bite-size lesson, with worked examples, a quiz and XP.

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