backtest-overfitting

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.

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

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.

A gate that judges a backtest against the best its own search would find on noise, with an audited harness for LLM agents

Controlled evaluation of false discoveries in autonomous financial research, with frozen evidence and reproduction tooling.

A backtest overfitting toolkit: probabilistic and deflated Sharpe ratios, probability of backtest overfitting, purged cross-validation and multiple-testing haircuts.

Pre-registered, adversarially audited case study: why past-performance selection does not transfer out of sample (crypto perps, 2018-2026)

Prove a trading backtest is real without revealing the strategy. Zero-knowledge (STARK) verification of backtest honesty: enforce the Deflated Sharpe Ratio, committed trial ledger, in-circuit. Reproduce a live credential to the digit.

코스피·코스닥 알파 심사 프레임워크 — 개별 트레이드 분포로 판정하고 랜덤 음성대조·purged CV·Deflated Sharpe 를 CI 가드레일로 강제. 기각 판정문까지 공개한다 · Alpha validation framework for KOSPI/KOSDAQ