Share this postTime-Varying Sharpe Ratios and Market Timingblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherTime-Varying Sharpe Ratios and Market TimingedarchimbaudSep 9, 2023∙ PaidShare this postTime-Varying Sharpe Ratios and Market Timingblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherShareOriginal paperSSRN-id1938613.pdfTrading rulesEstimate conditional Sharpe ratio using 10-year rolling regressionThis post is for paid subscribersSubscribeAlready a paid subscriber? Sign in