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

• standard

data: list[openbb_core.provider.abstract.data.Data]

The time series data as a list of data points.

• Optional: False

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target: str

The name of the column for which to calculate kurtosis.

• Optional: False

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window: int

The number of observations used for calculating the rolling measure.

• Default: 21

• Optional: True

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index: str

The name of the index column, default is 'date'.

• Default: date

• Optional: True

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Returns

results: list[Data]

Serializable results.

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provider: None

Provider name.

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warnings: Optional[list[Warning_]]

list of warnings.

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chart: Optional[Chart]

Chart object.

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extra: dict[str, Any]

Extra info.

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