I will backtest and validate your trading strategy in python with statistical rigor

I validate trading strategies the way it's done in serious quant research: not just a pretty backtest, but honest statistical testing that tells you whether an edge is real or just luck.

What I can do for you:

• Backtest your strategy in Python on your own data
• Proper train/test splits and purged K-fold cross-validation
• Advanced validation (Lopez de Prado): Deflated Sharpe Ratio, walk-forward, meta-labeling
• Clear metrics: return, drawdown, Sharpe, hit rate, turnover
• A documented report you can actually trust

My background: 19+ years as a software engineer plus an MBA in Data Science (USP/Esalq), applying rigorous methods to avoid overfitting and false discoveries.

I give you an honest assessment - including when a strategy does NOT hold up. No inflated results. You receive clean Python code and a documented report, in English or Portuguese.