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Avi-L
/
crypto-quant-eval

ml-intern
crypto
finance
backtesting
evaluation
Model card Files Files and versions
xet
Community
crypto-quant-eval
104 kB
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  • 1 contributor
History: 36 commits
Avi-L's picture
Avi-L
standalone forward-test page (same file as the Space; open locally if the Space is down)
5f89ce8 verified 2 minutes ago
  • crypto_eval
    daily multi-asset strategy grid about 4 hours ago
  • forwardtest
    standalone forward-test page (same file as the Space; open locally if the Space is down) 2 minutes ago
  • results
    ML overlay verdict: no material edge (+0.08 OOS SR = noise) about 4 hours ago
  • .gitattributes
    1.52 kB
    initial commit 2 days ago
  • README.md
    7.7 kB
    sweep v2 verdict: PASS (DSR 0.998, PBO 0.26) + era analysis about 4 hours ago
  • ingest.py
    6.92 kB
    dataset ingest script 2 days ago
  • ingest2.py
    3.55 kB
    coinmetrics daily panel ingest about 4 hours ago
  • ml_overlay.py
    6.8 kB
    ML overlay experiment: walk-forward HGBT filter/scale, verdict = no material edge over baseline about 4 hours ago
  • requirements.txt
    75 Bytes
    pinned deps 2 days ago
  • run_eval.py
    4.3 kB
    eval runner 2 days ago
  • sweep.py
    7.97 kB
    sweep runner: per-config isolation, counted trials = evaluated configs about 5 hours ago
  • sweep2.py
    7.27 kB
    daily panel sweep runner (66 trials, per-config CPCV) about 4 hours ago
  • synth_gen.py
    1.37 kB
    synthetic data generator for smoke tests 2 days ago