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stockparfait / experiments

Statistical experiments with financial data
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Ignore extreme buckets in DeriveAlpha #67

Closed sergey-a-berezin closed 1 year ago

sergey-a-berezin commented 1 year ago

The leftmost and rightmost buckets are "catch-all" buckets, possibly receiving too many extreme values, and therefore, may not accurately represent the corresponding p.d.f., thus should be always ignored in estimating alpha.

Also clean up some doc strings.

Part of #33 Resolves #64