SharpeR

cranv1.4.0

Statistical Significance of the Sharpe Ratio. A collection of tools for analyzing significance of assets, funds, and trading strategies, based on the Sharpe ratio and overfit of the same. Provides density, distribution, quantile and random generation of the Sharpe ratio distribution based on normal returns, as well as the optimal Sharpe ratio o

License LGPL-3weak copyleft0 versions1 maintainers4 deps113 weekly dl
shabbychef/SharpeR
36
/ 100
Health
use with caution

[email protected] low health (36/100) — consider alternatives

  • Low health score (36/100)
Health breakdown0 – 100
0/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
2/15
community
Vulnerabilities
0
none known
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First published · 2024-12-18 19:46:15

Last updated · 2024-12-18T18:30:02+00:00

SharpeR — Health Score 36/100 | DepScope