Overview | Alpha peer performance screening | Sharpe and modified Sharpe ratios | Comparing a fund (or group) against a separate peer group | Control parameters | References

A fitted object is an "rsdc_fit" | Standard methods | Model comparison | Forecasting and simulation | Genuine out-of-sample forecasts | Uncertainty, decoding, multi-step forecasts, and tidy output | More than three regimes | Validation: parameter recovery