bootTimeInference
Robust Performance Hypothesis Testing with the Sharpe Ratio

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bootTimeInference: Robust Performance Hypothesis Testing with the Sharpe Ratio
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Robust Performance Hypothesis Testing with the Sharpe Ratio

blockSizeCalibratecalculate the optimal block size
bootTimeInferencecalculate bootstrap inference
bootTimeInference documentation built on April 14, 2017, 5:33 p.m.

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