Calculate Skewness and Kurtosis in Python

Calculate Skewness and Kurtosis in Python | Finance Train

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

python

Premium lesson

AI Instructor

Hello, how can I help today?

Calculate Skewness and Kurtosis in Python