have a look at Rmetrics www.rmetrics.org for R in finance in general and the taskview http://cran.r-project.org/src/contrib/Views/
I hope that helps. AA. ----- Original Message ----- From: "Soare Marcian-Alin" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, May 02, 2007 6:32 PM Subject: [R] Sharpe-Ratio > Hello, > > Is there any possibility how i can calculate the Sharpe Ratio of a ts? > > KR, > Alin Soare > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
