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kurtosis

Calculate the rolling kurtosis of a target column.

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.

Parameters​

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

The time series data as a list of data points.

• Optional: False

target: str

The name of the column for which to calculate kurtosis.

• Optional: False

Returns​

results: list[Data]

Serializable results.

provider: None

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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