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  • SL Development Construction Corporation
  • Philippines

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  1. rademacher-anti-serum rademacher-anti-serum Public

    An implementation of Giuseppe Paleologo's Rademacher Antiserum, designed to assess strategy performance consistency through Rademacher complexity and RAS-adjusted Sharpe Ratios. This code evaluates…

    Python 2

  2. superior-predictive-ability superior-predictive-ability Public

    Python implementation of Hansen's Superior Predictive Ability (SPA) Test for evaluating multiple strategy performances, adjusting for correlation effects and multiple comparisons to identify statis…

    Python 1