backtest-overfitting

Here are 4 public repositories matching this topic...

xuxingjiankr-cpu / 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.

Updated Aug 10, 2026
Python

RicardoCastellanosTrader / el-trading-no-existe-evidencia

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

cryptocurrency quantitative-finance reproducibility pre-registration backtest-overfitting

Updated Jul 7, 2026
Python

CPZ-Lab / cpz-quant

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

python trading quant portfolio-optimization quantitative-finance technical-indicators cvxpy asset-allocation black-litterman risk-management cvar deflated-sharpe-ratio hierarchical-risk-parity backtest-overfitting

Updated Jul 30, 2026
Python

muaviamohammed / mizan-verify

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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.

quantitative-finance stark backtest zero-knowledge systematic-trading deflated-sharpe-ratio risc-zero verifiable-ai zkproofs backtest-overfitting

Updated Jul 31, 2026
Python

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