Claude
Add algotrader 2.0: a backtester that tries to prove itself wrong
3339913 unverified
Raw
History Blame Contribute Delete
515 Bytes
"""Statistical tests that ask "is this edge real, or did we just get lucky?"."""
from .deflated_sharpe import deflated_sharpe_ratio, min_track_record_length, probabilistic_sharpe_ratio
from .pbo import probability_of_backtest_overfitting
from .permutation import permutation_test
from .walkforward import walk_forward
__all__ = [
"deflated_sharpe_ratio",
"probabilistic_sharpe_ratio",
"min_track_record_length",
"probability_of_backtest_overfitting",
"permutation_test",
"walk_forward",
]