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deflated-sharpe-ratio

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Farxida / prediction-market-ml

Star 6

End-to-end ML system for prediction market trading — 521K markets, 78 features, 7 model architectures, walk-forward validation, live VPS A/B across 7 configs. Honest research-stop on alpha decay (NO-GO verdict). AFML methodology: Purged K-Fold, Deflated Sharpe Ratio, meta-labeling, focal loss.

data-science machine-learning time-series pytorch lightgbm ab-testing quantitative-finance prediction-markets backtesting kelly-criterion paper-trading mlops finbert alpha-decay meta-labeling deflated-sharpe-ratio polymarket walk-forward-validation purged-kfold
  • Updated Apr 28, 2026
  • Python
perception-xalpha-lite

xuxingjiankr-cpu / perception-xalpha-lite

Star 2

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 Aug 24, 2026
  • Python

DisuzaQuantitative / Disuza-Quantitative

Star 1

Living technical reference for Disuza Quantitative — private quantitative research laboratory, Madrid, Spain. Architecture, anti-overfit methodology (CPCV / DSR / PBO per López de Prado), regulatory posture. Source code proprietary.

python gcp fintech living-documentation risk-management backtesting event-driven-architecture mica cloud-run quantitative-research finma deflated-sharpe-ratio regime-detection cpcv probability-of-backtest-overfitting systematic-execution anti-overfit lopez-de-prado multi-venue madrid-spain
  • Updated Jul 27, 2026

pancakes9798 / Keystone

Star 1

Empirical asset-pricing research framework (Python) with formal overfitting control — Combinatorial Purged CV, Deflated Sharpe Ratio, Probability of Backtest Overfitting. ~20 pre-registered experiments on a survivorship-free, point-in-time S&P 500 universe, with an honest public kill-log.

machine-learning hmm quantitative-finance black-litterman backtesting point-in-time overfitting portfolio-management factor-investing systematic-trading quant-research finbert alpha-research empirical-asset-pricing deflated-sharpe-ratio lopez-de-prado
  • Updated Jun 15, 2026
  • Python

hoangduong6210 / Independent-Backtest-Audits-Reveal-No-Durable-Edge-on-Free-Crypto-Gold-Data

Star 1

Negative-results & reproducibility case study on free crypto/gold data: no ML/rule/funding/basis strategy beats costs. An independent 7-gate audit + rigorous DSR/PBO/Reality-Check statistics catch three inflated Sharpe claims.

machine-learning cryptocurrency quantitative-finance reproducibility algorithmic-trading backtesting market-microstructure overfitting financial-machine-learning negative-results deflated-sharpe-ratio
  • Updated Aug 19, 2026
  • Python

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