Our last post on the market notes covered Statistical Inferencing Methods.
There we covered distribution free methods for conducting statistical tests, with an example on evaluating trading strategy performance.
We expound on this idea, adding roughly 40 pages on resampling methods, as well as the application of statistical validation of trading strategies.
A Python implementation, and case studies using Binance perpetuals data on trend following equity curve is demonstrated. [Section 12.1 and 12.2].
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