pub fn implied_precision_asymmetric(
target_sharpe: f64,
annual_bet_frequency: f64,
payout: AsymmetricPayout,
) -> Result<f64, StrategyRiskError>Expand description
Smallest precision in [0, 1] at which an asymmetric-payout strategy reaches
target_sharpe (AFML §15.3, Snippet 15.3), found as a root of the quadratic in p.
§Errors
StrategyRiskError::InvalidInputifannual_bet_frequencyortarget_sharpeis not finite and positive, or the payouts are not finite withpi_plus > pi_minus.StrategyRiskError::NoValidRootif the quadratic has no real root, or no root in[0, 1]reaches the target.