Ubique
quants/annadjsharpe.ts
Functions
f
annadjsharpe
Computes the Annualized Adjusted Sharpe Ratio.
Usage
import * as mod from "quants/annadjsharpe.ts";
Symbols
f
arrayfun
f
assertarray
f
assertdimension
f
assertmatrix
f
assertnormalizationflag
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annadjsharpe