Finance is full of noise, and a backtest that looks good is usually luck. This skill teaches the tools that tell signal from noise, with short checks (numbers you compute, steps you order, concepts you match) and finance examples: why the median beats the mean on returns, how wide an interval really is, why the best of a hundred strategies proves little, and how to cross-validate without looking into the future. It ends with a code lab that tests a momentum anomaly on real prices with a bootstrap and a multiple-testing correction.
