parent_command:stocks/qa
usage: kurtosis [-w N_WINDOW]

Kurtosis is a measure of the "tailedness" of the probability distribution of a real-valued random variable. Like skewness, kurtosis describes the shape of a probability distribution and there are different ways of quantifying it
for a theoretical distribution and corresponding ways of estimating it from a sample from a population. Different measures of kurtosis may have different interpretations.

optional arguments:
  -w N_WINDOW, --window N_WINDOW
                        window length (default: 14)


Examples:
- To calculate the kurtosis with the default window length for a specific stock: stocks/load <SYMBOL>/qa/kurtosis
- For a particular stock, find the kurtosis with a custom window length of 20: stocks/load <SYMBOL>/qa/kurtosis -w 20
- Calculate the kurtosis of a stock using a 30-day window: stocks/load <SYMBOL>/qa/kurtosis --window 30
- To measure the kurtosis of a stock with a 50-day window length: stocks/load <SYMBOL>/qa/kurtosis -w 50