There is no answer to this query but:
Statistically Significant Four Factor Alpha for Monthly Returns Regression but non stat sig alpha for Daily Returns. Which one should I trust?
https://quant.stackexchange.com/questions/71231/statistically-significant-four-factor-alpha-for-monthly-returns-regression-but-n
To me, this
I am considering a p-value of less than 1% as statistically significant.
I would go with this. Or am I wrong?
Protect your peofit by watching this https://quantlabs.net/banking/