sharpeRratio-package | A moment-free estimator of the Sharpe (signal-to-noise) ratio |
a | A pre-calibrated spline function needed to translate the number of upper/lower records in to signa-to-noise ratios. |
estimateSNR | A moment-free estimator of the Sharpe (signal-to-noise) ratio |
f | A pre-calibrated spline function needed to translate the number of upper/lower records in to signa-to-noise ratios. |
sharpeRratio | A moment-free estimator of the Sharpe (signal-to-noise) ratio |