shabbychef/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.

Getting started

Package details

MaintainerSteven E. Pav <[email protected]>
LicenseLGPL-3
Version1.1.0
URL https://github.com/shabbychef/SharpeR
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("shabbychef/SharpeR")
shabbychef/SharpeR documentation built on May 26, 2017, 6:58 a.m.