⚠️There's a newer version (1.3.0) of this package. Take me there.

SharpeR (version 0.1310)

Statistical significance of Sharpe ratio

Description

a collection of tools for analyzing significance of trading strategies, based on the Sharpe ratio and overfit of the same.

Copy Link

Version

Down Chevron

Install

install.packages('SharpeR')

Monthly Downloads

448

Version

0.1310

License

LGPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Last Published

October 29th, 2013

Functions in SharpeR (0.1310)