R help - May 2007 - Sharpe-Ratio

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http://finzi.psych.upenn.edu/R/library/tseries/html/sharpe.html
--- Soare Marcian-Alin <soarealin at gmail.com> wrote:
> Hello,
> 
> Is there any possibility how i can calculate the
> Sharpe Ratio of a ts?
> 
> KR,
> Alin Soare
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained,
> reproducible code.
>

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]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.