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kurtosis

Calculate the rolling kurtosis of a target column within a given window size.

Kurtosis measures the "tailedness" of the probability distribution of a real-valued random variable. High kurtosis indicates a distribution with heavy tails (outliers), suggesting a higher risk of extreme outcomes. Low kurtosis indicates a distribution with lighter tails (less outliers), suggesting less risk of extreme outcomes. This function helps in assessing the risk of outliers in financial returns or other time series data over a specified rolling window.

Parameters​

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
target: str
window: int
Default: 21
index: str
Default: date

Returns​

results: list[Data]

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

Data​

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