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 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_1.1.0.tar.gz |
Windows binaries: | r-devel: SharpeR_1.1.0.zip, r-release: SharpeR_1.1.0.zip, r-oldrel: SharpeR_1.1.0.zip |
OS X El Capitan binaries: | r-release: SharpeR_1.1.0.tgz |
OS X Mavericks binaries: | r-oldrel: SharpeR_1.1.0.tgz |
Old sources: | SharpeR archive |
Reverse suggests: | MarkowitzR |
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