SharpeR: Statistical Significance of the Sharpe Ratio

A collection of tools for analyzing significance of trading strategies, based on the Sharpe ratio and overfit of the same.

Version: 1.1.0
Depends: R (≥ 3.0.0)
Imports: matrixcalc, sadists (≥ 0.2.0)
Suggests: xtable, xts, timeSeries, quantmod, MASS, TTR, testthat, sandwich, knitr
Published: 2016-03-14
Author: Steven E. Pav [aut, cre]
Maintainer: Steven E. Pav <shabbychef at>
License: LGPL-3
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_1.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: SharpeR_1.1.0.tgz, r-oldrel: SharpeR_1.1.0.tgz
Old sources: SharpeR archive

Reverse dependencies:

Reverse suggests: madness, MarkowitzR


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