Bootstrap Confidence Intervals for Sharpe Ratio - Quant Researcher Interview Question

Problem Description

The Sharpe Ratio is a fundamental metric for assessing risk-adjusted returns, yet point estimates can be misleading without understanding their statistical variability. Bootstrap resampling provides a robust, non-parametric method to estimate the sampling distribution and confidence intervals of such statistics, allowing researchers to assess performance reliability without assuming a specific return distribution. Task Implement a function solution that estimates the Confidence Interval (CI) of