RePEcTrading, Microstructure & Execution
Adaptive Market Hypothesis & Sharpe Ratio Strategies
The research finds that trading strategies based on the Sharpe Ratio are more profitable than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis.
Featured in No. 87 on 5 Mar 2025 · on release day
- Released
- 5 Mar 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:pkp:teafle:v:12:y:2025:i:1:p:120-142:id:4102
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).