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Easy · statistical_analysis · Quant Researcher interview question · bootstrap, sharpe_ratio, confidence_interval, hypothesis_testing, statistical_analysis
The Sharpe ratio's sampling distribution is asymmetric, making standard confidence intervals unreliable for short return histories. The percentile bootstrap method provides a more robust alternative by empirically estimating the distribution through resampling. This technique is standard practice at quantitative funds for assessing the statistical significance of a strategy's performance from a limited backtest. Task Implement the function bootstrap_sharpe_ci(returns: list, n_boot: int, confide