Skewness measures the symmetry of your data. It can indicate whether or not your data adheres to a normal distribution. It’s ...
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 ...
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 likelihood ratio test is given for distinguishing skewness from commingled distributions, using a power transform to remove skewness appropriately for each of the alternatives tested. The ...
This data series is part of the Center for Monetary Research. Treasury Yield Skewness is a daily indicator measuring the risks to the future outlook for interest rates, based on prices of Treasury ...
Available empirical evidence suggests that skewness preference plays an important role in understanding asset pricing and gambling. This paper establishes a skewness-comparability condition on ...