shabbychef/tsrsa

The Sharpe Ratio: Statistics and Applications

tsrsa

Data and code for the book, The Sharpe Ratio: Statistics and Applications.

-- Steven E. Pav, steven@sharperat.io

Contents

• Errata for the book
• The R package

Installation

This package can be installed via drat, or from github:

# via drat:
if (require(drat)) {
    drat:::add("shabbychef")
    install.packages("tsrsa")
}
# get snapshot from github (may be buggy)
if (require(remotes)) {
    remotes::install_github("shabbychef/tsrsa/rpkg")
}