RSv618/rademacher-anti-serum

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.

Language: Python - Size: 745 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0