Probabilistic and Deflated Sharpe Ratio from a returns series (skill vs luck).
https://api.edifiedlab.com/v1/market/deflated-sharpeOverview
Probabilistic and Deflated Sharpe Ratio from a returns series (skill vs luck).
Protocol
x402 (POST)
Price
$0.01
Payment Asset
USDC
Payment Network
eip155:8453
Category
uncategorized
Provider
Deflated Sharpe Calculator
Source
bazaar
Indexed
2026-11-09 19:08:39
Health
Status
unknown
Latency (p50)
—
Uptime (30d)
—
Reliability Score
—
Last Checked
Never
Last Healthy
Never
Consecutive Failures
0
x402 Payment Validation
Payment Requirements
—
Asset Verified
—
Facilitator
—
Input Schema
{
"body": {
"n_trials": 42,
"returns": [
0.012,
-0.008,
0.021
]
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Output Schema
{
"example": {
"action": "calculate",
"dsr": 0.16834174704523863,
"expected_max_sharpe": 1.2751897892352488,
"kurtosis": 0.6666666666666666,
"n_trials": 42,
"observations": 3,
"payload": "deflated_sharpe",
"psr": 0.7750693671387141,
"sharpe": 0.5614080705550256,
"skew": -0.23194674939199253,
"sr_benchmark": 0
},
"type": "json"
}