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christophmark / bayesloop

Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
http://bayesloop.com
MIT License
152 stars 27 forks source link

Documentation for probability parser #27

Closed christophmark closed 7 years ago

christophmark commented 7 years ago

A nice example would be to compute the "Bayesian Sharpe Ratio" from a series of returns from a quantitative trading algorithm, like discussed in https://blog.quantopian.com/probabilistic-programming-in-quantitative-finance/

christophmark commented 7 years ago

Done. fef315f