Multiple Testing Correction (Bonferroni) - Quant Researcher Interview Question
Difficulty: Medium
Category: statistical_analysis
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Topics: hypothesis_testing, statistics, p_value, bonferroni
Problem Description
Testing multiple trading strategies simultaneously increases the probability of identifying false positives, a phenomenon known as the multiple comparisons problem. The Bonferroni correction addresses this by adjusting the significance level to control the Family-Wise Error Rate (FWER) across the set of hypotheses. This statistical rigor is essential in quantitative research to distinguish true alpha from random noise.
Task
Implement a function solution(strategy_returns, alpha) that evaluates t
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