risk-analyst

What problem does it solve?

Validate and gate strategy performance to prevent overfitting and ensure robust risk controls across intraday and position trading.

Core Features & Use Cases

• Walk-forward validation (WFA) and CPCV-based gating to provide credible OOS performance and guard against leakage.
• PBO and DSR metrics to quantify selection bias and ensure results generalize beyond in-sample data.
• Comprehensive stress testing (S1-S5) for execution realism, costs, latency, and turnover under adverse conditions.
• Reproducibility and audit trails with run_id, config snapshots, and Git commits to support regulatory-grade validation.

Quick Start

Run a full risk-validated evaluation on a target strategy and generate a promotion-ready report.