<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Multiple-Testing — OHLCV</title><link>https://ohlcv.io/tags/multiple-testing/</link><description>Quant trading research and writing</description><generator>Hugo</generator><language>en-au</language><lastBuildDate>Wed, 27 May 2026 23:43:46 +1000</lastBuildDate><atom:link href="https://ohlcv.io/tags/multiple-testing/" rel="self" type="application/rss+xml"/><item><title>Statistical Methodology Failures</title><link>https://ohlcv.io/posts/backtesting-pitfalls/05-statistical-methodology/</link><pubDate>Thu, 05 Feb 2026 00:00:00 +1100</pubDate><guid>https://ohlcv.io/posts/backtesting-pitfalls/05-statistical-methodology/</guid><description>Harvey, Liu, and Zhu (2016) demonstrated that the threshold for statistical significance in backtested strategies must be adjusted for the number of strategies tested.</description></item></channel></rss>