Moment-Free Estimation of Sharpe Ratios


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Documentation for package ‘sharpeRratio’ version 1.1

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sharpeRratio-package A moment-free estimator of the Sharpe (signal-to-noise) ratio
a_vs_R0dN 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
sharpeRratio A moment-free estimator of the Sharpe (signal-to-noise) ratio