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

Maintainer: Steven E. Pav <shabbychef at gmail.com>

Author(s): Steven E. Pav*

Install package and any missing dependencies by running this line in your R console:

install.packages("SharpeR")

Depends R (>= 3.0.0)
Imports matrixcalc, sadists(>=0.2.0)
Suggests xtable, xts, timeSeries, quantmod, MASS, TTR, testthat, sandwich, knitr
Enhances
Linking to
Reverse
depends
Reverse
imports
Reverse
suggests
MarkowitzR
Reverse
enhances
Reverse
linking to

Package SharpeR
Materials
URL https://github.com/shabbychef/SharpeR
Task Views Finance
Version 1.1.0
Published 2016-03-14
License LGPL-3
BugReports https://github.com/shabbychef/SharpeR/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks SharpeR check results
Package source SharpeR_1.1.0.tar.gz