Code for the paper Sharpe Ratio Inference: A New Standard for Reporting and Decision-Making

You can reproduce the figures and tables from the paper as follows (except exhibit 1, which requires additional data):

uv venv
uv pip install scikit-learn scipy statsmodels matplotlib seaborn tqdm cvxpy ray deprecated papermill ipykernel ipywidgets
uv run functions.py  # Tests, and the numeric example from the paper
mkdir outputs
for notebook in *.ipynb
do
  uv run papermill "$notebook" outputs/"$notebook"
done