Although commodities do occasionally crash, in general commodity prices are positively kurtotic (fat-tailed) and positively skewed. This is in contradistinction to equity prices, which are positively ...

A plot that includes multiple location and spread statistics can provide useful information about the shape of a distribution, not only with respect to location and variability but also with respect ...

A statistical analysis of the distribution of returns can be used to determine many key characteristics of a stock's behavior. Volatility is not the only useful measure of risk that can be determined ...

We show that an inequality related to Newton's inequality provides one more relation between skewness and kurtosis. This also gives simple and alternative proofs of the bounds for skewness and ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default generalized least-squares and maximum ...

In the Moments table, N is the number of nonmissing observations, Mean is the arithmetic mean, Std Dev is the standard deviation, and Variance is the variance. Skewness and Kurtosis are both measures ...