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SharpeR (version 0.1401)

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.

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Install

install.packages('SharpeR')

Monthly Downloads

448

Version

0.1401

License

LGPL-3

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Last Published

January 3rd, 2014

Functions in SharpeR (0.1401)