Loading
Betting against finfluencer recommendations outperformed the S&P 500 by +6.8% in annual returns, but at higher risk (Sharpe ratio 0.41 vs 0.65). QQQ wins in Sharpe ratio.
📄 Paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5315526 📊 Dataset: https://huggingface.co/datasets/gtfintechlab/VideoConviction
Let me know if you want to discuss!
submitted by /u/mgalarny [link] [comments]
Save my name, email, and website in this browser for the next time I comment.
Δ