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Author:
Jordan Ahern
Summary:
Is your backtest real? Deflated Sharpe Ratio, overfitting and lookahead checks with measured false-positive rates. Works with vectorbt, backtesting.py and TradingView.
Latest version:
0.7.0
Required dependencies:
numpy
Optional dependencies:
arch
|
mcp
|
openai
|
pandas
|
plotly
|
pytest
|
scipy
|
statsmodels
|
textual
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