backtest-overfitting

Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

Pre-registered, adversarially audited case study: why past-performance selection does not transfer out of sample (crypto perps, 2018-2026)

Controlled evaluation of false discoveries in autonomous financial research, with frozen evidence and reproduction tooling.

코스피·코스닥 알파 심사 프레임워크 — 개별 트레이드 분포로 판정하고 랜덤 음성대조·purged CV·Deflated Sharpe 를 CI 가드레일로 강제. 기각 판정문까지 공개한다 · Alpha validation framework for KOSPI/KOSDAQ

A backtest overfitting toolkit: probabilistic and deflated Sharpe ratios, probability of backtest overfitting, purged cross-validation and multiple-testing haircuts.

Prove a trading backtest is real without revealing the strategy. Zero-knowledge (STARK) verification of backtest honesty: enforce the Deflated Sharpe Ratio, committed trial ledger, in-circuit. Reproduce a live credential to the digit.