numeraire.core.stats.SharpeDiffResult#

class numeraire.core.stats.SharpeDiffResult(sharpe_a: float, sharpe_b: float, z_stat: float, p_value: float, n_obs: int)[source]#

Paired Sharpe difference: z is asymptotically standard normal under equal Sharpe.

__init__(sharpe_a: float, sharpe_b: float, z_stat: float, p_value: float, n_obs: int) → None#

Methods

__init__(sharpe_a, sharpe_b, z_stat, ...)

Attributes