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SharpeR (version 0.1501)

Statistical Significance of the 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

425

Version

0.1501

License

LGPL-3

Issues

4

Pull Requests

0

Stars

17

Forks

8

Maintainer

Steven E. Pav

Last Published

December 24th, 2014

Functions in SharpeR (0.1501)