ParallelLLC/algorithmic_trading
2732
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 