TERMINAL // GUESS THE SHARPEv1.0
>GUESS THE SHARPE_
Test your financial intuition
Estimate Sharpe ratios from return series
GAME MODE:
SAMPLE SHARPE
Guess from observed data
TRUE SHARPE
Guess the generating parameter
HOW TO PLAY:
- • View 2 years of daily returns
- • Estimate the sample Sharpe ratio
- • Get points for accurate guesses
- • Any positive score continues your streak!
- • Sharpe ratios range from -3 to 3
SHARPE RATIO INFO:
- • Range: -3.0 to 3.0
- • True Sharpe: The parameter used to generate returns
- • Sample Sharpe: Calculated from observed data
- • Returns use arithmetic Brownian motion
- • Sample can differ from true due to randomness
SCORING:
- • Within 0.1: 10 pts + streak bonus
- • Within 0.2: 5 pts
- • Within 0.3: 2 pts
- • Within 0.5: 0 pts
- • Beyond 0.5: Lose 1 life
EXTRA LIVES:
- • Start with 3 lives, maximum 3 lives
- • Earn +1 life for perfect guesses (within 0.1)
- • Lives cannot exceed 3
Press ENTER to begin...