is.del_sropt

Checks if an object is in the class <code>'del_sropt'</code>

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 over multiple assets. Computes confidence intervals
on the Sharpe and provides a test of equality of Sharpe ratios based on
the Delta method. The statistical foundations of the Sharpe can be found in
the author's Short Sharpe Course <doi:10.2139/ssrn.3036276>.

Steven E. Pav

SharpeR

Statistical Significance of the Sharpe Ratio

is.del_sropt function

<dl><dt>x</dt>
<dd>an object of some kind.</dd></dl>

Arguments

Steven E. Pav <a href="/link/shabbychef%40gmail.com?package=SharpeR&version=1.4.0" data-mini-rdoc="SharpeR::shabbychef@gmail.com">shabbychef@gmail.com</a>

Author

Is this in the "del_sropt" class? — is.del_sropt

<dl>

<dt>x</dt>
<dd>an object of some kind.</dd>

</dl>

Steven E. Pav <a href='mailto:shabbychef@gmail.com'>shabbychef@gmail.com</a>

is.del_sropt: Is this in the "del_sropt" class?

Description

Usage

Value

Arguments

Author

Details

See Also

Examples