[R] Sharpe-Ratio

[AA]

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" <soarealin at gmail.com>
To: <R-help at stat.math.ethz.ch>
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]]
>
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