Add ALPHAC, canli-backtest and canli-pit-lake - #718
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arhancanli wants to merge 1 commit into
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arhancanli wants to merge 1 commit into
arhancanli wants to merge 1 commit into
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Three related open-source projects from the same author (MIT, Python 3.12, active):
LookaheadErrorstructurally; reports deflated Sharpe against the full trial count.as_of; corporate actions filter on knowability; no survivorship bias.The two standalone repos are byte-identical extractions of ALPHAC's code (
tools/check_parity.py), which is why they are submitted together. Each README has usage examples.