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 |
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