gitaskhub

A Python framework for testing trading strategies against the ways backtests mislead: look-ahead audits, matched-exposure controls, and block-bootstrap significance tests. The tester is itself tested - a property fuzzer plus mutation testing (4 planted engine bugs, all caught). Includes three case studies of rejected ideas.

Stars · 1
Language · Python
License · MIT
Ask anything about this repo to start.
Full explanation on explaingit →

By chatting or signing in you agree to the Terms and chat-message logging (revocable in History).