Deflated Sharpe Ratio
End-to-end ML system for prediction market trading — 521K markets, 78 features, 7 model architectures, walk-forward validation, live VPS A/B across 7 configs. Honest research-stop on alpha decay (NO-GO verdict). AFML methodology: Purged K-Fold, Deflated Sharpe Ratio, meta-labeling, focal loss.
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.
A Python package for quantitative portfolio metrics calculations, including Deflated Sharpe Ratio (DSR)
Add a description, image, and links to the deflated-sharpe-ratio topic page so that developers can more easily learn about it.
To associate your repository with the deflated-sharpe-ratio topic, visit your repo's landing page and select "manage topics."