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portfolioBacktest
backtestChartSharpeRatio
backtestChartSharpeRatio function
Chart of the rolling Sharpe ratio over time for a single backtest
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portfolioBacktest package
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Maintainer: Daniel P. Palomar
License: GPL-3
Last published: 2022-04-22
Useful links
https://github.com/dppalomar/portfolioBacktest/issues
https://CRAN.R-project.org/package=portfolioBacktest
https://github.com/dppalomar/portfolioBacktest