PyRank
  • Search
  • PyPI
  • GitHub
  • Insights
  • Compare
  • Advisories
  • Ecosystem
  • About

Deflated Sharpe Python Packages

Python packages with the GitHub topic deflated-sharpe. Sorted by monthly downloads, with stars and forks.
imadeptus
quant-harness

Honest backtest harness with a measured detector: leakage-safe CPCV, Deflated Sharpe, PBO, realistic costs, mechanical PASS/KILL verdict. Strategy audit CLI + verdict API.

371 0 0
falsify-quant
falsify-quant

Adversarial backtest validation for trading strategies. Runs your parameter sweep so it knows the real trial count, then spends six tests trying to prove the result is noise: lookahead detection, cost breakeven, Deflated Sharpe, PBO, permutation, regime concentration.

296 2 1
brunopereira81
nullbar

Pre-registration and honest statistics for trading research: trial ledgers, deflated Sharpe, clustered inference, leak detection, fill realism.

255 0 0
abhayjnayakk
quant-integrity

Statistical tests for whether a backtest means anything: deflated Sharpe, PBO, purged CV, reality checks, attestation verification.

119 1 0
    • Original data from PyPI, GitHub, and OSV; downloads served through ClickHouse
    • Sources & methodology