Scrum: Short VS long sprint

Question

We were trying to figure out the optimal sprint length for our project. After working on a 3-weeks basis we thought that cutting the sprint to 2-weeks would provide better velocity.

The advantages were clear - shorter feedback loop, small stories (with user value) and so on. On the other hand, there are a lot of disadvantages such as ceremonies (planning, retrospective) and so on in which we don't produce and now happen more often.

I was wondering how, for a new team, can we decide on optimal sprint length?