Using Trend Ratio and GNQTS to Assess Portfolio Performance in the U.S. Stock Market

Stock selection is an important issue in the stock market, and when assessing portfolio performance, return and risk are important conditions. The Sharpe ratio is a well-known assessment strategy that simultaneously considers portfolio return and risk. However, as the Sharpe ratio uses the average l...

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Bibliographic Details
Main Authors: Yao-Hsin Chou, Yun-Ting Lai, Yu-Chi Jiang, Shu-Yu Kuo
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9455429/