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Tag: Correlate

How Do Performance Metrics Correlate? Might Fund Managers Cherry-Pick?

Portfolio managers report their risk-adjusted performance using Sharpe, Treynor, information, and Sortino…

Derek Horstmeyer Derek Horstmeyer

How Do Cryptocurrencies Correlate with Traditional Asset Classes?

For more on the crypto and blockchain phenomena, read Valuation of Cryptoassets: A…

Jordan Doyle Jordan Doyle