SharpeR
cranv1.4.0Statistical Significance of the Sharpe Ratio. A collection of tools for analyzing significance of assets, funds, and trading strategies, based on the Sharpe ratio and overfit of the same. Provides density, distribution, quantile and random generation of the Sharpe ratio distribution based on normal returns, as well as the optimal Sharpe ratio o
License LGPL-3weak copyleft0 versions1 maintainers4 deps113 weekly dl
shabbychef/SharpeR41
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safe to use
[email protected] is safe to use (health: 41/100)
Health breakdown0 – 100
5/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
2/15
community
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0
none known
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curl https://depscope.dev/api/check/cran/SharpeRFirst published · 2024-12-18 19:46:15
Last updated · 2024-12-18T18:30:02+00:00