Package: tsrsa 0.1.1

tsrsa: Data and code for the book, The Sharpe Ratio: Statistics and Applications

Publicly available Market data, mostly compiled by Kenneth French, and loaded from Quandl.

Authors:Steven E. Pav [aut, cre]

tsrsa_0.1.1.tar.gz
tsrsa_0.1.1.zip(r-4.7)tsrsa_0.1.1.zip(r-4.6)tsrsa_0.1.1.zip(r-4.5)
tsrsa_0.1.1.tgz(r-4.6-any)tsrsa_0.1.1.tgz(r-4.5-any)
tsrsa_0.1.1.tar.gz(r-4.7-any)tsrsa_0.1.1.tar.gz(r-4.6-any)
tsrsa_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
tsrsa/json (API)

# Install 'tsrsa' in R:
install.packages('tsrsa', repos = c('https://shabbychef.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/shabbychef/tsrsa/issues

Datasets:
  • dff4 - Daily Fama French 4 Factor Returns
  • dvix - Daily VIX Close
  • gw - Goyal Welch Equity Premium Data.
  • mff4 - Monthly Fama French 4 Factor Returns
  • mff6 - Monthly Fama French 6 Factor Returns
  • mind10 - Monthly Fama French 10 Industry Returns
  • mind5 - Monthly Fama French 5 Industry Returns

On CRAN:

Conda:

2.00 score 2 stars 3 scripts 0 exports 3 dependencies

Last updated from:3ea84e0234. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE103
source / vignettesOK190
linux-release-x86_64NOTE94
macos-release-arm64NOTE109
macos-oldrel-arm64NOTE68
windows-develNOTE61
windows-releaseNOTE61
windows-oldrelNOTE58
wasm-releaseOK88

Exports:

Dependencies:latticextszoo