A collection of tools for analyzing significance of trading
strategies, based on the Sharpe ratio and overfit of the same.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.0.0) |
| Imports: |
matrixcalc, sadists (≥ 0.2.0) |
| Suggests: |
xtable, xts, timeSeries, quantmod, MASS, TTR, testthat, sandwich, knitr |
| Published: |
2015-06-18 |
| 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 |