A Sharpe ratio is the finance equivalent of an effect size; mean excess return divided by variance. https://twitter.com/socialimpactvc/status/1199136182959005696 …
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Unquestionable, common-sense effect sizes, like “caffeine reduces fatigue”, are more like 2 or 3.
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The Sharpe ratio of the stock market is 0.39, and since I've never heard of anyone seriously doubting that index funds have higher returns than Treasury bills, the analogy between finance and experiments probably isn't exact.
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