parent_command:forex/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 kurtosis for a forex pair using the default window length: forex/load <PAIR>/qa/kurtosis
- Compute kurtosis for a forex pair with a custom window length of 30: forex/load <PAIR>/qa/kurtosis -w 30
- Analyze the kurtosis of a currency pair with a 50-period window: forex/load <PAIR>/qa/kurtosis --window 50