Historical simulation

http://en.wikipedia.org/wiki/Historical_simulation

Bootstrapping (statistics)

http://en.wikipedia.org/wiki/Bootstrapping_(statistics)

http://zh.wikipedia.org/zh-tw/%E8%87%AA%E5%8A%A9%E6%B3%95

http://www.projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body&id=pdf_1&handle=euclid.aos/1176344552

http://www.uni-leipzig.de/~strimmer/lab/courses/ws08/machine-learning/efron-gong-1983.pdf

Monte Carlo method

http://en.wikipedia.org/wiki/Monte_Carlo_method

http://zh.wikipedia.org/zh-tw/%E8%92%99%E5%9C%B0%E5%8D%A1%E7%BE%85%E6%96%B9%E6%B3%95

http://www.amstat.org/misc/TheMonteCarloMethod.pdf

Monte Carlo Evaluation of Trading Systems

http://www.evidencebasedta.com/MonteDoc12.15.06.pdf

A reality check for data snooping

http://www.ntuzov.com/Nik_Site/Niks_files/Research/papers/mut_funds/White_2000.pdf

Stepwise multiple testing as formalized data snooping

http://ljsavage.wharton.upenn.edu/~steele/Courses/956/Resource/MultipleComparision/RomanoWolf05.pdf

A test for superior predictive ability

http://www-siepr.stanford.edu/workp/swp05003.pdf

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