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Compute probabilistic Sharpe ratio on excess returns (#9583)
frostbyte_neo 发布于
2026-07-06 19:24:52 +00:00 | 39 次提交 在此版本后已推送到 master-
Use risk-free rate in probabilistic Sharpe ratio
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Extend risk free rate to live report PSR and fix probabilistic sharpe ratio tests
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Update regression statistics
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Update test regression statistics
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Add test asserting Sharpe ratio and PSR consistency
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Use excess returns for live report Sharpe and PSR
Co-authored-by: Kevin-Li-2025 2242139@qq.com
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