cpcv

Agentic multi-strategy hedge fund: PatchTST forecasts, 4-agent LangGraph debate, CPCV-OOS + DSR validation, HRP with Ledoit-Wolf shrinkage. 10-year OOS Sharpe=0.766.

Intra-bar-fidelity crypto backtester with overfit gates built in

Local-first backtest framework for Binance USDT-M perpetual futures with cost-aware simulation, gate-filtered validation, and a five-tier verdict.

LLM-driven quantitative research framework for MOEX markets with rigorous statistical validation (Deflated Sharpe, CPCV, PBO)