Comparing distributions of stock returns
Let's have a look at how you can use skewness and kurtosis in your investment decisions. In this exercise you're going to compare the distributions of singular stocks with the portfolio, and see whether combining multiple stocks in a portfolio improves your returns distribution.
Bu egzersiz, kursun bir parçasıdır
Introduction to Portfolio Analysis in Python
Uygulamalı etkileşimli egzersiz
Bu egzersizi bu örnek kodu tamamlayarak deneyin.
# Print the histograms of the stocks in the portfolio
stock_returns.hist()
# Print skewness and kurtosis of the stocks
print ("skew : ", stock_returns.____())
print ("kurt : ", stock_returns.____())