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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Replying to @s_r_constantin
Sharpe is not analogous to effect size. Equity market sharpe is usually quoted as 0.35. If _average_ VC fund is realizing 0.7, that’s good
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Replying to @BasilHalperin
a 0.7 effect size is pretty good, so not sure how that refutes the claim
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Replying to @s_r_constantin @BasilHalperin
also isn't it mathematically the exact same formula as cohen's d
7:51 PM - 25 Nov 2019
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