Module correlation 

Real-time correlation kernels.

This module provides streaming correlation computation:

• Incremental correlation matrix updates using Welford’s algorithm
• Exponentially weighted moving correlation
• Correlation change detection

Structs

AssetStats

Running statistics for a single asset (Welford’s algorithm).

CorrelationChange

A significant correlation change.

CorrelationConfig

Configuration for correlation computation.

CorrelationMatrixResult

Full correlation matrix result.

CorrelationState

Internal state for real-time correlation tracking.

CorrelationUpdate

A single correlation update for streaming.

CorrelationUpdateResult

Result of a correlation update.

PairwiseStats

Running covariance between two assets.

RealTimeCorrelation

Real-time correlation kernel.

Enums

CorrelationType

Correlation update types.