Cryptocurrency and Leptokurtic frequency distribution: Difference between pages

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A virtual digital currency based on cryptography and peer-to-peer networking, for example Bitcoin.
A leptokurtic frequency distribution (or leptokurtotic distribution) has a larger number of values clustered at the peak and in the tails, than a comparable normal distribution with the same variance and mean.


A possible explanation for this shape is that the market under review is mean reverting for small market movements (explaining the clustering at the peak) and trending for large market movements (explaining the clustering in the tails).


== See also ==
== See also ==
* [[Altcoin]]
* [[Frequency distribution]]
* [[Bitcoin]]
* [[Leptokurtosis]]
* [[Blockchain]]
* [[Lognormal frequency distribution]]
* [[Gold standard]]
* [[Mean reversion]]
* [[Fiat currency]]
* [[Normal distribution]]
* [[Ripple]]
* [[Normal frequency distribution]]
* [[Tail]]
* [[Trend analysis]]
* [[Volatility smile]]


===Other links===
[http://www.treasurers.org/node/10047 Peer Pressure, The Treasurer, April 2014]
[[Category:Cash_management]]

Revision as of 14:19, 23 October 2012

A leptokurtic frequency distribution (or leptokurtotic distribution) has a larger number of values clustered at the peak and in the tails, than a comparable normal distribution with the same variance and mean.

A possible explanation for this shape is that the market under review is mean reverting for small market movements (explaining the clustering at the peak) and trending for large market movements (explaining the clustering in the tails).

See also