Introduction | Basic usage | Examples | Future Directions

The update formula | Vector Moments | The output | Running Moments

Introduction | Regularized Non-Negative Matrix Factorization | Additive Steps and Convergence | Simulations | Matrix Identities

Introduction | Sum of (non-central) chi-squares to a power | K-prime distribution | Lambda prime distribution | Upsilon distribution | Doubly non-central F distribution | Doubly non-central t distribution | Doubly non-central Beta distribution | Doubly non-central Eta distribution | Sum of logs of (non-central) chi-squares | Product of (non-central) chi-squares to a power | Product of doubly non-central F variates | Product of normal variates

The Sharpe ratio and Optimal Sharpe ratio | Using the sr Class | Using the sropt Class | Using the del_sropt Class | Hypothesis Tests | Asymptotics | Miscellanea

The Sharpe ratio | Sharpe ratio and portfolio optimization | Sharpe ratio and constrained portfolio optimization | Multivariate inference in unified form | Miscellanea | Glossary | Asymptotic efficiency of sharpe ratio | Some moments | Untangling Giri

Introduction | Example usage

Introduction | The augmented second moment | Distribution under Gaussian returns | Extensions | Confirming the scalar Gaussian case

Introduction | The augmented second moment | Distribution under Gaussian returns | Extensions | Confirming the scalar Gaussian case