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