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#

rademacher

Here are 14 public repositories matching this topic...

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 strategy robustness by applying Rademacher random vectors for anti-overfitting analysis.

  • Updated Jan 18, 2025
  • Python

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