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How do i test the significance of Sharpe ratio of a strategy whether it is any different from another strategy ?? How do i get a p-value out of it ?

What should be the H0 in the hypothesis testing ?

I was hinted by my professor that i would require bootstrap

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"It's compliated" because the trading strategy performance will depend on the data which is most likely serially correlated.

So you want to look into bootstrap approaches for time series such as the block bootstrap, or the wild bootstrap.

Another approach would be to look into 'random portfolios' or an approximation thereof. The basic idea is to test how much better your portfolios performs relative to a naive benchmark.

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