Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.
Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.
Is your backtest real? Deflated Sharpe Ratio, backtest-overfitting (PBO) and lookahead checks with measured false-positive rates. Works with vectorbt, backtesting.py and TradingView.
Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.
