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Medium · statistical_analysis · Quant Researcher interview question · statistical-analysis, normality-test, anderson-darling, hypothesis-testing, scipy
Testing return distributions for normality is a prerequisite for many parametric risk models, such as those involving VaR or Sharpe ratio confidence intervals. The Anderson-Darling test is a powerful statistical tool for this purpose, favored by quants because it emphasizes deviations in the distribution's tails. This makes it particularly effective for analyzing financial data, which often exhibits fat-tailed behavior. Task Implement the function solution(series: listfloat) to perform an Ander