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No it isn't. p-hacking is something much more general and is in no way evidence of people losing money on the stock market. Plausible unsubstantiated anecdote is not data, etc etc, no matter how well the story reads.

Try to imagine that there's quite a few experts around HN ...



P-hacking is sifting through _many_ possible relationships in a dataset and picking one that happens to look correlated.

This is what I was responding to:

> This matters because if you just crunch the Bayesian numbers on an arbitrary data set you will almost certainly find features that appear predictive but are not. The more numbers you crunch, the more likely this is to happen. A lot of people lose money in the stock market this way.

Please explain how this is not exactly the same concept, expect with different motivations for looking through the data.

> Try to imagine that there's quite a few experts around HN

Why be a jerk though? I gave a reasonably well thought out comment related to one I found interesting, and made sure not to overly imply expertise.


Forking paths. [1], overfitting, fitting to the holdout set, etc etc.

"P-hacking" applicable to vastly more than stock data and is not evidence of anything, evidence is what was asked for.

Your response implies I'm ignorant and can't google p-hacking without being told the name of that one way of finding false correlation applicable to many, many fields. Now you're getting a bit cross about it that I've quietly pointed out that it isn't useful, and you're not actually providing expertise here which you thought you were. It's kind to provide expertise and I appreciate the kindness. You misread, fine. Best.

edit: Oh wait

> Or maybe that term is more general, I'm not 100% sure, but it's close.

That is an edit addition to the parent after my reply, so I guess you did get the point. Best.

[1] http://www.stat.columbia.edu/~gelman/research/unpublished/p_...




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