Peer performance analysis in R

alphaScreening | Screening using the Alpha outperformance ratio |

hfdata | Hedge-fund data |

msharpe | Compute Modified Sharpe ratio |

msharpeBlockSize | Optimal block length for bootstrap test of difference of... |

msharpeScreening | Screening using the modified Sharpe outperformance ratio |

msharpeTesting | Testing the difference of modified Sharpe ratios |

sharpe | Compute Sharpe ratio |

sharpeBlockSize | Optimal block length for bootstrap test of difference of... |

sharpeScreening | Screening using the Sharpe outperformance ratio |

sharpeTesting | Testing the difference of Sharpe ratios |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.