Skip to content

Compute probabilistic Sharpe ratio on excess returns#9583

Open
JosueNina wants to merge 5 commits into
QuantConnect:masterfrom
JosueNina:bug-9533-psr-risk-free-rate
Open

Compute probabilistic Sharpe ratio on excess returns#9583
JosueNina wants to merge 5 commits into
QuantConnect:masterfrom
JosueNina:bug-9533-psr-risk-free-rate

Add test asserting Sharpe ratio and PSR consistency

d47b420
Select commit
Loading
Failed to load commit list.
Sign in for the full log view
Job log options

This job was skipped