MSc AI @ CentraleSupélec | MSc Applied Mathematics (MMMEF) @ Panthéon-Sorbonne | Ex - Quant Analyst @ Malakoff Humanis
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06:53
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backtest-integrity-auditor
backtest-integrity-auditor PublicAudits a backtest on two separate axes: selection bias (Deflated Sharpe Ratio, PSR, MinTRL, PBO via CSCV) and look-ahead leaks in the code (8 deterministic AST rules + an LLM semantic pass). Output…
Python
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