Deflated Sharpe Ratio Python Packages

monte-neo

Independent verifier for trading strategies written by AI agents and humans: catches look-ahead bias, hidden costs and overfitting. MCP server, CLI, GitHub Action, signed certificates.

cpz-ai

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

cpz-quant

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

tokio-ai

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.

optego-quant-metrics

A Python package for quantitative portfolio metrics calculations, including Deflated Sharpe Ratio (DSR)

perception-xalpha-lite

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.