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shabbychef / fromo

Fast Robust Moments in R with Rcpp
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Running Sharpe with Mertens' standard error #5

Closed shabbychef closed 8 years ago

shabbychef commented 8 years ago

This should be easy to knock off: return two columns, one of the Sharpe, the other of the Mertens' form of the standard error, computed via the kurtosis and skew.

shabbychef commented 8 years ago

Fixed by 5e1f042