Claude Code
Codex
Cursor
GitHub Copilot
Gemini CLIAbout this skill
Generalized Sharpe ratio inference under non-Normal serially correlated returns. Implements López de Prado, Lipton & Zoonekynd (2026): PSR, MinTRL, DSR, pFDR, oFDR, SFDR with ρ-corrected variance (Eq 2-3). Numba JIT for production speed. Use when computing Sharpe significance, minimum track record, false discovery rates, or deflated Sharpe ratios with autocorrelation correction.
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Review, license & listing details
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About scan coverage and limitationsAbout this listing
- Category
- General
- Reported license
- Not specified
- Listing language (estimated)
- English
- Review status
- Not individually reviewed
- Agent compatibility
- Atlas installation supports Claude Code, Codex, and Cursor. Skill-specific dependencies and features are checked during setup.