SharpeR: Statistical significance of Sharpe ratio

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

Version: 0.1401
Depends: R (≥ 3.0.0), matrixcalc, xtable
Suggests: quantmod, MASS, TTR, testthat, sandwich, knitr
Published: 2014-01-04
Author: Steven E. Pav
Maintainer: Steven E. Pav <shabbychef at gmail.com>
BugReports: https://github.com/shabbychef/SharpeR/issues
License: LGPL-3
URL: http://www.r-project.org, https://github.com/shabbychef/SharpeR
NeedsCompilation: no
Citation: SharpeR citation info
Materials: README ChangeLog
In views: Finance
CRAN checks: SharpeR results

Downloads:

Reference manual: SharpeR.pdf
Vignettes: Using the SharpeR Package
Notes on the Sharpe ratio
Package source: SharpeR_0.1401.tar.gz
MacOS X binary: SharpeR_0.1401.tgz
Windows binary: SharpeR_0.1401.zip
Old sources: SharpeR archive

Reverse dependencies:

Reverse suggests: MarkowitzR