<jupyter_start><jupyter_text>Deviations from Normality<jupyter_code>import ashmodule as ash

%load_ext autoreload
%autoreload 2
hfi = ash.get_hfi_returns()
hfi.head()
import pandas as pd
pd.concat([hfi.mean(),hfi.median(), hfi.mean()>hfi.median()],axis='columns')<jupyter_output><empty_output><jupyter_text>Skewness Function:$$ S(R)= \frac{ E  [(R-E(R))^3]}{\sigma_R^3} $$<jupyter_code>%autoreload 2
ash.skewness(hfi)
import scipy.stats 
scipy.stats.skew(hfi)
ash.skewness(hfi)<jupyter_output><empty_output><jupyter_text>Kurtosis Function:$$ S(R)= \frac{ E  [(R-E(R))^4]}{\sigma_R^4} $$<jupyter_code>%autoreload 2
ash.kurt(hfi)
scipy.stats.kurtosis(hfi)+3
scipy.stats.jarque_bera(hfi)
ash.is_normal(hfi)
hfi.aggregate(ash.is_normal)
ffme= ash.get_ffme_returns()
ash.skewness(ffme)
ash.kurt(ffme)
ffme.aggregate(ash.is_normal)<jupyter_output><empty_output>
StarcoderdataJupyterStructuredCleanDedup