f
adjsharpe(): number | array | matrix
x: numarraymatrix,
frisk?: number,
dim?: 0 | 1
2 overloads
Computes the Adjusted Sharpe Ratio.
Usage
import * as mod from "quants/adjsharpe.ts";
Computes the Adjusted Sharpe Ratio.
import * as mod from "quants/adjsharpe.ts";