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The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, density estimation, filtering, inference, estimation theory, or computational statistics.

2 votes

How do I calculate the skewness of a portfolio of assets?

Have a look at PortfolioAnalytics in R. > library(PerformanceAnalytics) > data(managers) > CoSkewness(managers, managers)
Shane's user avatar
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35 votes
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What is the intuition behind cointegration?

The standard story (also told by @vonjd) is of "The Drunk and Her Dog". This is based on "A Drunk and Her Dog: An Illustration of Cointegration and Error Correction" (1994). The story is itself base …
Shane's user avatar
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13 votes
Accepted

How can I compare distributions using only mean and standard deviation?

There are a number of different tests that are generally used to compare samples to different distributions, such as Jarque-Bera, Anderson-Darling, and Kolmogorov–Smirnov (see this related question). …
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