Tier 4 · QuantFree
Philosophy of Science for Investors
How Do You Know
10 modules~85 min totalVerifiable certificate on completion
Syllabus
01Hypothesis Testing, p-values, and ErrorsMath
11 min02Multiple Testing and the Expected Maximum t-StatisticMath
10 min03Out-of-Sample Validation and Data SnoopingMath
10 min04The Deflated Sharpe RatioMath
11 min05Bayesian vs Frequentist InferenceMath
10 min06Falsifiability and Induction
6 min07P-Hacking and the Replication Crisis
6 min08Paradigm Shifts
7 min09Can the EMH Be Falsified?
7 min10The Lucas Critique
7 minFrom Module 1 — read a sample
Think of a hypothesis test like a courtroom: the strategy is 'innocent' (no edge) until the data prove otherwise beyond a reasonable doubt. The p-value tells you how surprised you should be by the data if the strategy really were innocent — it is not the probability the strategy works, just as an acquittal is not proof of innocence.
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