The article introduces techniques to analyze data from stock portfolios using a statistical method called Wishart distribution. The researchers focused on understanding the relationships between different stocks by looking at their mean returns, correlation, and covariance. By applying these techniques to a sample of 50 weekly return observations from the Toronto Stock Exchange, they were able to make inferences about the covariance matrix. This method helps to better understand how different stocks move together and can be useful for investors and financial analysts.