Possible Inconsistency with Population vs Sample
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varon commented
Thanks for the great article.
in
https://github.com/rubenbriones/Probabilistic-Sharpe-Ratio/blob/master/src/sharpe_ratio_stats.py#L86
and
https://github.com/rubenbriones/Probabilistic-Sharpe-Ratio/blob/master/src/sharpe_ratio_stats.py#L88
You seem to be calculating the population skewness and kurtosis, but in the sr_std
above you've used the sample standard deviation (ddof=1). Is this intentional? If so, why?