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)

algorithmic-trading backtesting monte-carlo overfitting python quantitative-finance sharpe-ratio statistics trading walk-forward-analysis
4 Open Issues Need Help Last updated: Jul 28, 2026

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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

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 about 3 hours ago
good first issue

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 good first issue

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