根本没学过,然后上来做一个project就要用这些,还要分析,完全lost了,还请各位帮忙
Hedge.Fund.Index | Convertible.Arbitrage |
-0.048405002 | -1.013172688 |
Dedicated.Short.Bias | Emerging.Markets |
0.221321579 | -0.208573113 |
Equity.Market.Neutral | Event.Driven |
-3.421589882 | -0.764315206 |
Event.Driven.Distressed | Event.Driven.Multi.Strategy |
-0.677415813
| -0.586632660 |
Event.Driven.Risk.Arbitrage | Fixed.Income.Arbitrage |
-0.307210225 | -1.318243998 |
Global.Macro | Long.Short.Equity |
-0.007825643 | 0.007792457 |
Managed.Futures | Multi.Strategy |
-0.001338722 | -0.551810834 |
这是个应用过skewness公式以后的数据表格,小于零代表什么呢,大于零又代表什么呢?
Hedge.Fund.Index | Convertible.Arbitrage |
0.185157436
| 1.571048095 |
Dedicated.Short.Bias | Emerging.Markets |
0.134911787
| 0.369205847 |
Equity.Market.Neutral | Event.Driven |
12.516765240
| 1.182345430 |
Event.Driven.Distressed | Event.Driven.Multi.Strategy |
0.988717609 | 0.854347013 |
Event.Driven.Risk.Arbitrage | Fixed.Income.Arbitrage |
0.402253248 | 2.408121104 |
Global.Macro | Long.Short.Equity |
0.240505720 | 0.280157643 |
Managed.Futures | Multi.Strategy |
0.005744916 | 0.531264866 |
上面是应用过kurtosis以后的表格,数据大小分别又能代表什么?
谢谢啦!