CRAN/E | sharpeRratio

sharpeRratio

Moment-Free Estimation of Sharpe Ratios

Installation

About

An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see ).

Key Metrics

Version 1.4.3
R ≥ 3.5.0
Published 2022-07-05 633 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks sharpeRratio results

Downloads

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Maintainer

Maintainer

Damien Challet

damien.challet@gmail.com

Authors

Damien Challet

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sharpeRratio archive

Depends

R ≥ 3.5.0
ghyp
methods

Imports

Rcpp ≥ 0.12.4

LinkingTo

Rcpp