PeerPerformance | Set of functions to perform peer performance

by ArdiaD R Version: Current License: GPL-2.0

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kandi X-RAY | PeerPerformance Summary

PeerPerformance is a R library. PeerPerformance has no bugs, it has no vulnerabilities, it has a Strong Copyleft License and it has low support. You can download it from GitHub.

PeerPerformance is an R package for the peer-performance evaluation of financial investments with luck-correction. In particular, it implements the peer performance ratios of Ardia and Boudt (2018) which measure the percentage of peers a focal fund outperforms and underperforms, after correction for luck. It is useful for fund or portfolio managers to benchmark their investments or screen a universe of new funds. In addition, it implements the testing framework for the Sharpe and modified Sharpe ratios, described in Ledoit and Wolf (2008) and Ardia and Boudt (2015).

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PeerPerformance has a low active ecosystem.

It has 8 star(s) with 1 fork(s). There are 4 watchers for this library.

It had no major release in the last 6 months.

There are 1 open issues and 6 have been closed. On average issues are closed in 60 days. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of PeerPerformance is current.

Quality

PeerPerformance has no bugs reported.

Security

PeerPerformance has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

PeerPerformance is licensed under the GPL-2.0 License. This license is Strong Copyleft.

Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

Reuse

PeerPerformance releases are not available. You will need to build from source code and install.

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PeerPerformance Key Features

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PeerPerformance Examples and Code Snippets

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Community Discussions

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Vulnerabilities

No vulnerabilities reported

Install PeerPerformance

You can download it from GitHub.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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