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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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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the one i always keep in mind for calibration is that the effect size of height differences bw men + women is 1.7
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