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deflated-sharpe

Here are 11 public repositories matching this topic...

Every trading strategy & indicator — tested, with a verdict on what actually works. Anti-overfitting validated. Companion: raphael2025/deflate, raphael2025/experiment-encyclopedia.

  • Updated Jun 30, 2026
  • Python

코스피·코스닥 알파 리서치 — 개별 트레이드 분포·walk-forward·랜덤 음성대조를 강제하는 검증 가드레일과 정직한 부정 결과 (Honest quant alpha research with enforced backtesting guardrails)

  • Updated Jul 18, 2026
  • Python

~40 alpha methods across 3 waves under deflated-Sharpe + cross-engine adversarial verification — most killed (formula alphas proven non-stationary), one honest structural edge kept: settlement-locked basis cash-and-carry. Mutation-tested governance gate.

  • Updated Jul 4, 2026
  • Python

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