[R] ratios

R. Michael Weylandt michael.weylandt at gmail.com
Thu Nov 8 10:50:00 CET 2012


On Thu, Nov 8, 2012 at 7:06 AM, sheenmaria <sheenmaria6 at gmail.com> wrote:
> i need o know what are the ratios used in language 'R'.
> i just get the sharp, Treynor, information ratios, is ther any other ratios
> used in it ?
> and also please give any reference web page link too.
> Thanks .

Once again, http://cran.r-project.org/web/packages/PerformanceAnalytics/index.html

You might also wish to make yourself aware of the R-SIG-Finance mailing list.

Michael




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