Open Issues Need Help
View All on GitHub good first issue
oager/walkforward-engine oager/walkforward-engine Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Open project →
1
Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Python
#algorithmic-trading#backtesting#monte-carlo#overfitting#python#quantitative-finance#sharpe-ratio#statistics#trading#walk-forward-analysis
help wanted
oager/walkforward-engine oager/walkforward-engine Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Open project →
1
Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Python
#algorithmic-trading#backtesting#monte-carlo#overfitting#python#quantitative-finance#sharpe-ratio#statistics#trading#walk-forward-analysis
Add ruff linting to CI 3 months ago
good first issue
oager/walkforward-engine oager/walkforward-engine Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Open project →
1
Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Python
#algorithmic-trading#backtesting#monte-carlo#overfitting#python#quantitative-finance#sharpe-ratio#statistics#trading#walk-forward-analysis
Add a runnable example adapter under examples/ 3 months ago
help wanted good first issue
oager/walkforward-engine oager/walkforward-engine Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Open project →
1
Bot-agnostic walk-forward analysis engine with out-of-sample survival gating, Monte Carlo path risk, and selection-overfit backstops (PBO/CSCV, trial-deflated Sharpe)
Python
#algorithmic-trading#backtesting#monte-carlo#overfitting#python#quantitative-finance#sharpe-ratio#statistics#trading#walk-forward-analysis