Keith's Atheneum
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Tag: statistics
7 items with this tag.
Date
Title
Tags
Jun 10, 2026
backtest science avoiding statistical delusion
general-notes
statistics
backtest
validation
data
methodology
Jun 09, 2026
extremistan vs mediocristan why markets are not normal
general-notes
statistics
risk
fat-tails
extremistan
markets
Jun 09, 2026
non-ergodicity why average outcomes dont apply to you
general-notes
statistics
risk
ergodicity
probability
trading
Jun 09, 2026
multiple testing problem why your backtest is lying
general-notes
statistics
backtesting
overfitting
data-mining
multiple-testing
Jun 09, 2026
non-stationarity why markets change and models fail
general-notes
statistics
non-stationarity
regime-change
market-structure
modeling
Jan 20, 2023
the statistics of edge expected value and the trap of small samples
general-notes
statistics
probability
edge
EV
sample-size
monte-carlo
Mar 22, 2022
non ergodicity and path dependence why averages lie
thoughtpieces
probability
statistics
risk
philosophy
tail-risk