Skewness of the S&P500
We already know from the video that the S&P500 should be normally distributed, without too much skewness (when you have enough data). However, since you're working with a short data sample spanning only a few years, there might actually be some skewness in your sample. To make you aware of this potential sample skewness, let's plot the data and have a look.
The returns data from the S&P500 is available as returns_sp500.
This exercise is part of the course
Introduction to Portfolio Analysis in Python
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Create a histogram of the S&P500 returns and show the plot
____.____()
plt.show()