Research method
Hypothesis testing
Hypothesis testing is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph2
How the method is built, and where it has been read
Depends on
Often reviewed together
Seasonal trading4 readings
Often reviewed together
Chi-square test5 readings
Read in the archive24 of 26 readings
1986Constructing price-change density histograms and symmetry tests1986Chi-square test for clustered price-change histograms1988Serial dependence, trade excursions, and belief revision1989Score an indicator before anyone writes a buy or sell rule1990Evaluating safety labels in a crash window1991Keep a decade-year only when it differs from the overall-mean1991Audit indicator forecasts with chi-square hit rates1992A lag-regression audit of stochastic forecast skill1992Building a shared workbook for calendar seasonality tests1992Constructing detrended tests for calendar seasonality1995T-test evaluation of simulated trade returns1995Constructing a two-proportion Z-test for hit rates1996Log-change regression and binomial outlier clusters as an evaluation pipeline1996Treat a volume-price surge as a contingency table1997Testing bond and stock seasonality before you trade1997Walk-forward tests after system optimization1997Testing breakout rate versus rally speed1997Why failed random-walk tests still need careful Monte Carlo work2000Score the misses before a pattern is a system2002Leave a moving-average crossover unfinished until chance cannot explain the ranges2004Evaluating trend rules against no-skill baselines2005Weekday FX turning points and close run tests2013Constructing a null and a t-test for sample returns2013Keep or drop an RSI threshold with a complementary-sample test
This registry entry describes a research method. It is not investment advice and does not make a performance claim.