SharpeR (1.1.0)

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Statistical Significance of the Sharpe Ratio.

https://github.com/shabbychef/SharpeR
http://cran.r-project.org/web/packages/SharpeR

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 over 1 year ago.


9 previous versions

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