action portfoliooptimizer_post_portfolio_analysis_sharpe_ratio_probabilistic {
  label: "Probabilistic Sharpe Ratio"
  description: "Compute the probabilistic Sharpe ratio of one or several portfolio(s).\n\nReferences\n* [Opdyke, J.D., Comparing Sharpe ratios: So where are the p-values?. J Asset Manag 8, 308–336 (2007)](https://link.springer.com/article/10.1057/palgrave.jam.2250084)\n* [Bailey, David H. and Lopez de Prado, Marcos, The Sharpe Ratio Efficient Frontier (April 1, 2012). Journal of Risk, Vol. 15, No. 2, Winter 2012/13](https://ssrn.com/abstract=1821643)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/analysis/sharpe-ratio/probabilistic"
  encoding: json
  input: {
    type: "object"
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioProbabilisticSharpeRatio"]
          properties: {
            portfolioProbabilisticSharpeRatio: {
              type: "number"
              description: "The probabilistic Sharpe ratio of the portfolio, in percentage"
            }
          }
        }
      }
    }
  }
}