1. Altman, M.: A Holistic Approach to Empirical Analysis: The Insignificance of P, Hypothesis Testing, and Statistical Significance
2. Bailey, D.H.: Mathematicians Against Fraudulent Financial and Investment Advice (MAFFIA).
https://www.maffia.org/
; blog is at
https://www.mathinvestor.org
3. Bailey, D.H., Borwein, J.M., de Prado, M.L.: Stock portfolio design and backtest overfitting. J. Invest. Manag. 17(1) (2017)
4. Bailey, D.H., Borwein, J.M., de Prado, M.L., Zhu, Q.J.: Pseudo-mathematics and financial charlatanism: The effects of backtest overfitting on out-of-sample performance. Notices Am. Math. Soc. 458–471 (2014)
5. Bailey, D.H., Borwein, J.M., de Prado, M.L., Zhu, Q.J.: The probability of backtest overfitting. J. Comput. Financ. 20, 1–31 (2016)