Local-first backtest framework for Binance USDT-M perpetual futures with cost-aware simulation, gate-filtered validation, and a five-tier verdict.
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Updated
Apr 30, 2026 - Python
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cpcv
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Agentic multi-strategy hedge fund: PatchTST forecasts, 4-agent LangGraph debate, CPCV-OOS + DSR validation, HRP with Ledoit-Wolf shrinkage. 10-year OOS Sharpe=0.766.
python machine-learning multi-agent portfolio-optimization quantitative-finance hrp rag streamlit polars deflated-sharpe-ratio hedge-fund langgraph patchtst cpcv algorithmic-trading-portfolio
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Updated
Apr 24, 2026 - Python
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