I will validate your trading strategy and detect overfitting

Poland

I speak Russian, Ukrainian, English, Polish

Python Quant Developer I Backtesting and Strategy Validation

I'm a Python quant developer specializing in trading-strategy backtesting and validation. I use the methods institutional desks rely on — Combinatorial Purged Cross-Validation, Probabilistic & Def...
About this Gig

Most backtests look profitable for the wrong reasons the strategy was tuned on the same data it was tested on, or the code quietly peeks into the future. I find out which.


 I validate trading strategies with the methods institutional desks rely on (López de Prado): Combinatorial Purged Cross-Validation, Probabilistic & Deflated Sharpe Ratio, and a static look-ahead/leakage code audit.


 Send me your strategy (rules or code) and trade log. You get back a clear report answering one question: is this edge real, or will it die live?


 What you receive:

 A PASS/FAIL verdict with the probability your edge is real (PSR/DSR)

 Out-of-sample results across multiple independent CPCV paths not one lucky history

 Monte-Carlo stress and drawdown analysis

 (Standard/Premium) code audit flagging look-ahead bias and leakage

 A clean report: executive summary + technical appendix


 My open-source validation toolkit (CPCV, Deflated Sharpe, look-ahead audit) is on GitHub with a full test suite see exactly how I work before you order.


 Not sure which package fits? Message me a one-line description of your strategy and I'll advise honestly.

Programming language:

Python

Technology:

Excel

Jupyter Notebook

Analysis Type:

Statistical Analysis

Predictive Analysis

Expertise:

Experiment design

Algorithms

Probability

Math

Tools:

Other

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