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Avi-L
/
crypto-quant-eval
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ml-intern
crypto
finance
backtesting
evaluation
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crypto-quant-eval
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crypto_eval
33.2 kB
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History:
14 commits
Avi-L
daily multi-asset strategy grid
3ea2315
verified
about 5 hours ago
__init__.py
Safe
79 Bytes
package
2 days ago
costs.py
2.29 kB
FIX slippage: k*sigma_daily*sqrt(Q/ADV), realized vol from data
about 6 hours ago
cv.py
Safe
4.86 kB
CPCV/purge/embargo splitters + leakage audit
2 days ago
data.py
Safe
4.67 kB
data loader with sanity assertions
2 days ago
engine.py
2.74 kB
engine passes realized daily vol to impact model
about 6 hours ago
engine2.py
3.49 kB
daily panel engine (divisor fix: cash for unlisted, not leverage)
about 5 hours ago
grid.py
5.09 kB
carry(): add missing vol_window param
about 6 hours ago
grid2.py
3.42 kB
daily multi-asset strategy grid
about 5 hours ago
stats.py
4.33 kB
CSCV aligns to most recent observations
about 5 hours ago
strategies.py
Safe
2.24 kB
demo strategies
2 days ago
