esvhd / pypbo

Probability of Backtest Overfitting in Python

esvhd/pypbo Issues

Verifying the Correctness of PBO Algorithm
Updated 10 months ago
python 3.8.1 can't install pypbo via pip install
Updated 2 years ago
IS and OOS returns for matrix M, or just IS returns?
Updated a year ago1
setup.py?
Closed 2 years ago
Deflated Sharp Ration - Single return Series
Closed 5 years ago2
What is better? PSR or DSR?
Updated 5 years ago1
Histogram for rank of logits not working when S >= 10.
Closed 4 years ago5