Calculating skewness and kurtosis
You just saw the histogram of the S&P500 data, let's now put it into numbers and calculate skewness and kurtosis. For the full picture of the distribution, you'll also look at the mean and standard deviation. Available are the S&P500 returns data under returns_sp500, which is all you need for this.
Latihan ini adalah bagian dari kursus
Introduction to Portfolio Analysis in Python
Petunjuk latihan
- Calculate the mean and the standard deviation.
- Calculate the skewness.
- Calculate kurtosis.
Latihan interaktif praktis
Cobalah latihan ini dengan menyelesaikan kode contoh berikut.
# Print the mean
print("mean : ", returns_sp500.____()*100)
# Print the standard deviation
print("Std. dev : ", returns_sp500.____()*100)
# Print the skewness
print("skew : ", returns_sp500.____())
# Print the kurtosis
print("kurt : ", returns_sp500.____())