A controller routing system for expressJS with TypeScript decorators and annotations
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May 25, 2020 - TypeScript
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giuseppe
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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.
python portfolio data-science sharpe-ratio quantitative-finance algorithmic-trading rademacher backtesting giuseppe rademacher-complexity financial-modeling walk-forward paleologo
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Jan 18, 2025 - Python
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