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English to Farsi (Persian) translations [PRO] Economics
English term or phrase:dynamic momentum strategy
Furthermore, our dynamic momentum strategy resurrects positive returns in markets in which the typical momentum portfolio has failed to produce positive profits, such as Japan. In Japan, the static, classic momentum portfolio delivers a 0.07 Sharpe ratio, but our dynamic momentum portfolio in Japan produces a 0.42 Sharpe ratio. (Alas, even the dynamic strategy does not deliver a significant Sharpe ratio for fixed income.)