I would like to advertise again my favourite measurement of skewness, the medcouple: https://en.wikipedia.org/wiki/Medcouple https://en.wikipedia.org/wiki/Medc

I would like to advertise again my favourite measurement of skewness, the medcouple: https://en.wikipedia.org/wiki/Medcouple https://en.wikipedia.org/wiki/Medcouple It's robust (25% breakdown point) and is kind of the "optimal" measurement of skewness, as it's computed as the median of all possible interquartile range-like statistics. I hope someone implements the faster algorithm for Python's statsmodels.