rubenbriones/Probabilistic-Sharpe-Ratio - GitHub Explorer | GitHub Explorer | Trending

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126

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126

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2

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Recent Commits

Merge pull request #2 from rubenbriones/deflated_sharpe_ratio

Rubén Briones•5 years ago

7c65ea5View on GitHub

ENH: notebook with a practical example using the Deflated Sharpe Ratio

Rubén Briones•5 years ago

215af32View on GitHub

ENH: add Deflated Sharpe Ratio formulas

Rubén Briones•5 years ago

ebbb0e4View on GitHub

Update readme with badges

Rubén Briones•5 years ago

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Update .travis.yml

Rubén Briones•5 years ago

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Add coverage to .travis.yml

Rubén Briones•5 years ago

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Rename .travils.yml to .travis.yml

Rubén Briones•5 years ago

6750727View on GitHub

Create .travils.yml

Rubén Briones•5 years ago

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Update README.md

Rubén Briones•5 years ago

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Update README.md

Rubén Briones•5 years ago

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CLN, BUG: small improvements in the notebooks

Rubén Briones•5 years ago

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BUG: fix tests path

Rubén Briones•5 years ago

6645a83View on GitHub

CLN: assume that returns are weekly

Rubén Briones•5 years ago

793e124View on GitHub

CLN: change project structure

Rubén Briones•5 years ago

1c8b7c5View on GitHub

CLN: move sharpe ratio stats to separate module

Rubén Briones•5 years ago

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Probabilistic-Sharpe-Ratio

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