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Hard · statistical_analysis · Quant Researcher interview question · block_bootstrap, circular_bootstrap, confidence_interval, time_series_resampling, statistical_analysis
The circular block bootstrap is a resampling method for serially correlated data, which is characteristic of financial time series. By resampling contiguous blocks of observations and wrapping around the series ends, it preserves the underlying dependence structure. This makes it a standard tool in quantitative finance for constructing robust confidence intervals for statistics like mean returns or Sharpe ratios. Task Implement the function block_bootstrap_mean_ci(series, block_size, n_bootstra