Tangentially related, but interesting, EconTalk episode that goes into p-values related to investment strategies, LHC experiments and other stuff:
Campbell Harvey of Duke University talks with EconTalk host Russ Roberts about his research evaluating various investment and trading strategies and the challenge of measuring their effectiveness. Topics discussed include skill vs. luck, self-deception, the measures of statistical significance, skewness in investment returns, and the potential of big data.
http://www.econtalk.org/archives/2015/03/campbell_harvey.htm...