The Market’s Not Normal: Part 2

Some Statistical Philosophy on Estimation Methods and Outlier Remediation Procedures

Graham Giller
Adventures in Data Science
12 min readJan 20, 2024

--

Photo by Will Myers on Unsplash

In my first “walkthrough” article tackling the subject of Financial Data Science in Python I used the .fit() method of scipy.stats to estimate the parameters of the Normal distribution and the Generalized Error distribution that best describe the daily returns of the…

--

--

Predicting important variables about companies and the economy, I turn data into information. CEO of Giller Investments.