Computes relative Sharpe ratio statistics using asymptotic heteroscedasticity auto-correlation robust estimator as per References:
Ledoit, Oliver, and Michael Wolf.
"Robust performance hypothesis testing with the Sharpe ratio.
" Journal of Empirical Finance 15.5 (2008): 850-859.
Lo, Andrew W.
"The statistics of Sharpe ratios."
Financial analysts journal 58.4 (2002): 36-52.