A collection of tools for analyzing significance of trading strategies, based on the Sharpe ratio and overfit of the same.
| Version: | 0.1501 |
| Depends: | R (≥ 3.0.0) |
| Imports: | matrixcalc |
| Suggests: | xtable, xts, quantmod, MASS, TTR, testthat, sandwich, knitr |
| Published: | 2014-12-24 |
| Author: | Steven E. Pav [aut, cre] |
| Maintainer: | Steven E. Pav <shabbychef at gmail.com> |
| BugReports: | https://github.com/shabbychef/SharpeR/issues |
| License: | LGPL-3 |
| URL: | https://github.com/shabbychef/SharpeR |
| NeedsCompilation: | no |
| Citation: | SharpeR citation info |
| Materials: | README |
| In views: | Finance |
| CRAN checks: | SharpeR results |
| Reference manual: | SharpeR.pdf |
| Vignettes: |
Using the SharpeR Package Notes on the Sharpe ratio |
| Package source: | SharpeR_0.1501.tar.gz |
| Windows binaries: | r-devel: SharpeR_0.1501.zip, r-release: SharpeR_0.1501.zip, r-oldrel: SharpeR_0.1501.zip |
| OS X Snow Leopard binaries: | r-release: SharpeR_0.1501.tgz, r-oldrel: SharpeR_0.1501.tgz |
| OS X Mavericks binaries: | r-release: SharpeR_0.1501.tgz |
| Old sources: | SharpeR archive |
| Reverse suggests: | MarkowitzR |