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perception-xalpha-lite

xuxingjiankr-cpu / perception-xalpha-lite

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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.

python research reproducible-research quant quantitative-finance multiple-testing pbo backtesting point-in-time overfitting factor-investing alpha-factors quantitative-research research-integrity alpha-research factor-research deflated-sharpe-ratio backtest-overfitting cscv purged-walk-forward
  • Updated Sep 21, 2026
  • Python

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