Kurtosis Analysis & Kurtosis Signals
This stock indicator is used to help determine the sentiment of the stock market.
It is calculated in 3 parts.
- Kurtosis portion
- Fast Kurtosis
- Fast/Slow Kurtosis
Kurtosis portion is calculated using this formula:
K equals n-period momentum. Subtract prior bar's momentum from the current one.
Fast Kurtosis part is calculated using this formula:
FK = n-periods Moving Average(MA) of K
Fast/Slow Kurtosis portion is calculated using this formula:
FSK = n-periods MA(Moving Average) of FK

Stock Analysis and How to Generate Trading Signals
Bullish Signal - A buy signal is produced when the indicator crosses above zero.
Bearish signal: Sell when the indicator drops under zero.

Analysis in Indices Trade
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