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ParallelLLC/algorithmic_trading

sourceHugging Faceapache-2.0updated 2mo agoView on Hugging Face
27likes32downloads
__init__.py16 linesDownload Raw Back to validation
1"""Statistical tests that ask "is this edge real, or did we just get lucky?"."""2 3from .deflated_sharpe import deflated_sharpe_ratio, min_track_record_length, probabilistic_sharpe_ratio4from .pbo import probability_of_backtest_overfitting5from .permutation import permutation_test6from .walkforward import walk_forward7 8__all__ = [9    "deflated_sharpe_ratio",10    "probabilistic_sharpe_ratio",11    "min_track_record_length",12    "probability_of_backtest_overfitting",13    "permutation_test",14    "walk_forward",15]16