sergiogoqui-cpu/strategy-robustness-kit

Open Issues Need Help

Add a CLI entrypoint for one-off calculations 1 day ago

enhancement good first issue

Statistical robustness testing for trading strategy backtests: Deflated Sharpe Ratio, walk-forward validation, Monte Carlo drawdown, purged k-fold CV.

Python

Add Sortino ratio (downside-deviation-adjusted return metric) 1 day ago

enhancement good first issue

sergiogoqui-cpu/strategy-robustness-kit

Statistical robustness testing for trading strategy backtests: Deflated Sharpe Ratio, walk-forward validation, Monte Carlo drawdown, purged k-fold CV.

Python