SharpeR: Statistical Significance of the Sharpe Ratio
Version 1.1.0

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

Package details

AuthorSteven E. Pav [aut, cre]
Date of publication2016-03-14 07:54:14
MaintainerSteven E. Pav <[email protected]>
LicenseLGPL-3
Version1.1.0
URL https://github.com/shabbychef/SharpeR
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SharpeR")

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SharpeR documentation built on May 29, 2017, 5:15 p.m.