Kurtosis, from anonymous

June 26, 2015 |

 Here is a thought provoking chart that made its way to me this morning. Much in the literature talks about different distribution selection dependant upon the existence or otherwise of 'excess Kurtosis' inter alia. (k = 3 for normal distribution). Much online about this interesting measure. Debatable though if the higher moments are useful in the trenches– as it were.

Good weekend all.

P.S. Aliens have landed. No, not really, however - in news that has a similar probability of observation - London is set to have a run of two (YES, TWO!) consecutive days where the sky will actually be visible through brief partings of the oppressive, grey clouds . There have even been rumours on the internet that the temperature may scale the heady heights of 25 degrees centigrade. Like the perfect game, that last point may be an event too remote without divine (or at least Flexionic) intervention.

Steve Ellison comments: 

In the past year, I did some research on kurtosis to inquire whether there might be any predictive implications when the price change part way through a period of interest was in the "narrow shoulder" of the distribution.


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