sharpeRratio
Moment-Free Estimation of Sharpe Ratios
An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.4.3 |
rolling linux/jammy R-4.5 | sharpeRratio_1.4.3.tar.gz |
90.6 KiB |
1.4.3 |
rolling linux/noble R-4.5 | sharpeRratio_1.4.3.tar.gz |
91.6 KiB |
1.4.3 |
rolling source/ R- | sharpeRratio_1.4.3.tar.gz |
38.2 KiB |
1.4.3 |
latest linux/jammy R-4.5 | sharpeRratio_1.4.3.tar.gz |
90.6 KiB |
1.4.3 |
latest linux/noble R-4.5 | sharpeRratio_1.4.3.tar.gz |
91.6 KiB |
1.4.3 |
latest source/ R- | sharpeRratio_1.4.3.tar.gz |
38.2 KiB |
1.4.3 |
2026-04-26 source/ R- | sharpeRratio_1.4.3.tar.gz |
38.2 KiB |
1.4.3 |
2026-04-23 source/ R- | sharpeRratio_1.4.3.tar.gz |
38.2 KiB |
1.4.3 |
2026-04-09 windows/windows R-4.5 | sharpeRratio_1.4.3.zip |
413.6 KiB |
1.4.3 |
2025-04-20 source/ R- | sharpeRratio_1.4.3.tar.gz |
38.2 KiB |