Kelly Skewness Coefficient

Problem

Kelly skewness compares deciles: (P90 + P10 - 2 P50) / (P90 - P10).

Given the three deciles with P90 > P10, return the coefficient.

Hint

It is Bowley skewness with deciles instead of quartiles.

case 1

in: [1,2,10]

expected: 0.7777777777777778

case 2

in: [1,5,9]

expected: 0

case 3

in: [0,0,4]

expected: 1

Starter codePython

def kelly_skewness_coefficient(p10, p50, p90):
    # Your code here
    pass

3 test cases · run your code against them in the editor