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To follow or not to follow - An empirical analysis of the returns of actors on social trading platforms

Dorfleitner, Gregor ; Fischer, Lukas ; Lung, Carina ; Willmertinger, Philipp ; Stang, Nico ; Dietrich, Natalie



Abstract

We analyze the returns of traders, i.e. signal providers, on social trading platforms and of investors following these traders by utilizing differently sophisticated investment strategies. It becomes evident that simply investing in those traders with the highest accumulated returns leads to high losses, while taking the Sharpe ratio into account improves the achieved returns. Positive ...

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