1 Commits

Author SHA1 Message Date
Adriano b61bbaf13c feat(metrics): Deflated Sharpe Ratio (Bailey & Lopez de Prado)
Aggiunge expected_max_sharpe e deflated_sharpe_ratio per correggere
multiple testing nella valutazione di strategie. Considera skewness,
kurtosis e numero di trial.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-09 19:21:35 +02:00