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Rolling Kurtosis

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Computes the rolling kurtosis of a specified window size for a dataset.

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Computes the rolling kurtosis of a specified window size for a dataset. Kurtosis is a measure of the peakedness or flatness of a probability distribution. Read more about kurtosis on Wikipedia https://en.wikipedia.org/wiki/Kurtosis

The set [2, 2, 2, 2, 2] has positive excess kurtosis because it is flatter than a normal distribution.

Useful for identifying local extremes or outliers in data over a moving window, often used in finance.

  • Microsoft Excel: KURT
  • Google Sheets: -
  • Apple Numbers: -
  • Python Pandas: df['column_name'].rolling(window=n).kurt()
  • Related Words: calculate rolling kurtosis, find kurtosis over a window

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