vinhnguyenthanhdn/ai-crypto

Falsify the frozen pullback contract on a point-in-time multi-asset universe about 3 hours ago

help wanted

1

Research platform for discovering and rigorously falsifying crypto trading strategies: event-sourced paper trading, implementation-parity verification, and a documented negative-results record.

Python

#algorithmic-trading#backtesting#cryptocurrency#market-microstructure#negative-results#paper-trading#python#quantitative-finance#quantitative-trading#reproducible-research#trading-bot#trading-strategies

Add multiple-testing corrections (deflated Sharpe / PBO / trials counter) about 3 hours ago

enhancement help wanted

vinhnguyenthanhdn/ai-crypto

1

Research platform for discovering and rigorously falsifying crypto trading strategies: event-sourced paper trading, implementation-parity verification, and a documented negative-results record.

Python

#algorithmic-trading#backtesting#cryptocurrency#market-microstructure#negative-results#paper-trading#python#quantitative-finance#quantitative-trading#reproducible-research#trading-bot#trading-strategies

Look-ahead bias in `find_recent_swing_low/high` confirmation window about 3 hours ago

bug good first issue

vinhnguyenthanhdn/ai-crypto

1

Research platform for discovering and rigorously falsifying crypto trading strategies: event-sourced paper trading, implementation-parity verification, and a documented negative-results record.

Python

#algorithmic-trading#backtesting#cryptocurrency#market-microstructure#negative-results#paper-trading#python#quantitative-finance#quantitative-trading#reproducible-research#trading-bot#trading-strategies

Reported `sharpe_ratio` is actually a t-statistic that scales with sample size about 3 hours ago

bug good first issue

vinhnguyenthanhdn/ai-crypto

1

Research platform for discovering and rigorously falsifying crypto trading strategies: event-sourced paper trading, implementation-parity verification, and a documented negative-results record.

Python

#algorithmic-trading#backtesting#cryptocurrency#market-microstructure#negative-results#paper-trading#python#quantitative-finance#quantitative-trading#reproducible-research#trading-bot#trading-strategies

Open Issues Need Help