sharpeRratio (1.1)

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Moment-Free Estimation of Sharpe Ratios.

An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see ).

Maintainer: Damien Challet
Author(s): Damien Challet

License: GPL (>= 2)

Uses: ghyp, Rcpp

Released about 3 years ago.



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