CFA Society Germany: How to Use the Sharpe Ratio, 17.2.2026

Members event

date & time

17/02/2026 13:00- 14:00 EET

Fee: Free-of-charge

We are happy to extend an invitation to a CFA Society Germany webinar "How to Use the Sharpe Ratio".

The Sharpe ratio is the dominant metric for evaluating investment skill, yet inference based on it is routinely flawed —often leading to false confidence, incorrect conclusions, and costly decisions. This seminar proposes a new standard for Sharpe ratio inference and reporting by diagnosing 5 common sources of error and providing practical corrections grounded in modern statistical theory.

SPEAKER

Dr. Marcos López de Prado is Global Head of Quantitative R&D at the Abu Dhabi Investment Authority, and Professor of Practice at Cornell University. Over the past 25 years, he has helped modernize finance by pioneering machine learning and statistical inference methods that are now widely adopted at some of the largest investment corporations. The U.S. Congress has invited him to testify on Al policy, he is the named inventor in numerous patents, and the Social Science Research Network (SSRN) ranks him among the 10 most-read authors in Economics. His contributions have earned him several scientific, state, and industry awards. In 2024, His Majesty King Felipe VI and the Government of Spain appointed him Knight Officer of the Royal Order of Civil Merit (OMC), "for distinguished services to science and the global investment industry."