SharpeR (1.1.0)

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Statistical Significance of the Sharpe Ratio.

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

Maintainer: Steven E. Pav
Author(s): Steven E. Pav [aut, cre]

License: LGPL-3

Uses: matrixcalc, sadists, TTR, quantmod, sandwich, xtable, xts, timeSeries, MASS, testthat, knitr
Reverse suggests: MarkowitzR

Released about 2 years ago.

9 previous versions



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