This lesson requires a premium membership to access.
Premium membership includes unlimited access to all courses, quizzes, downloadable resources, and future content updates.
Ask questions about this lesson and get instant answers.
We will use functions from SciPy package to calculate skew and kurtosis.
1import pandas as pd
2from scipy.stats import skew, kurtosis
3
4# 'stock_data' is a DataFrame containing the 'Simple Returns' column
5
6# Calculate skewness and kurtosis
7skewness = skew(stock_data['Simple Returns'].dropna())
8kurtosis_value = kurtosis(stock_data['Simple Returns'].dropna(), fisher=False)
9
10print(f"Skewness: {skewness}")
11print(f"Kurtosis: {kurtosis_value}")
12
Premium membership required
Upgrade to premium to unlock all videos and courses