How to use the Sharpe Ratio

The Sharpe ratio is the dominant metric for evaluating investment skill, yet inference based on it is routinely flawed, often leading to false confidence, incorrect conclusions, and costly decisions. Globally renowned quantitative investment expert Dr. Marcos López de Prado proposes a new standard for Sharpe ratio inference and reporting by diagnosing 5 common sources of error and providing practical corrections grounded in modern statistical theory.

Dato
17. februar 2026 12:00
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