Multiple Testing Python Packages

jsharpe

Statistical inference for Sharpe ratios: probabilistic Sharpe ratio, minimum track record length, and FDR/FWER corrections for screening many strategies

falsify-edge

Gate a backtested trading edge before you trust it: multiple-testing, cost-floor, and autocorrelation checks in pure-stdlib Python.

isweep

Statistical inference of recent positive selection using IBD segments

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.