HackerGit Trending Discord Star

samar-gulati/Algorithm-tester

A Python framework for testing trading strategies against the ways backtests mislead: look-ahead audits, matched-exposure controls, and block-bootstrap significance tests. The tester is itself tested - a property fuzzer plus mutation testing (4 planted engine bugs, all caught). Includes three case studies of rejected ideas.

2 best points · 0 comments · 1 Hacker News post · 2 GitHub stars · View on GitHub

Hacker News discussions