Statistical significance: do you think in p-values or vibes?
"It worked in backtest" usually means "it worked in one backtest". Statistical thinking asks whether the result could be luck, and the honest answer often surprises traders.
How rigorous are you?
- how you test whether a result is real
- the tools or approximations you use
- the result you now believe was luck
The expectancy guide is the gentle introduction.
Comments
Log in to join the discussion. Comments follow the community guidelines.
Log in to commentLoading comments…