not able to use skew or kurtosis

[ruhkog]

Looking at your stats.py code (see below), I see that you have the skew and kurtosis. However, I am not able to use it using empyrical.

SIMPLE_STAT_FUNCS = [ cum_returns_final, annual_return, annual_volatility, sharpe_ratio, calmar_ratio, stability_of_timeseries, max_drawdown, omega_ratio, sortino_ratio, stats.skew, stats.kurtosis, tail_ratio, cagr, value_at_risk, conditional_value_at_risk, ]

[richafrank]

Hi @ruhkog , those are attributes of the scipy.stats module imported at the top of empyrical.stats. Have you tried importing those functions from scipy.stats?

[ruhkog]

I ended up doing this! Thanks

[richafrank]

Great!