Quant Toolkit
Seven Python modules built across the tutorial series. Each solves one problem. All open source on GitHub.
| Module | Part | What it does |
|---|---|---|
backtest.py |
1 | Vectorized backtests with honest defaults |
validation.py |
2 | Walk-forward out-of-sample testing |
data.py |
3 | Clean, adjusted, aligned price data |
overfitting.py |
4 | Deflated Sharpe + PBO |
metrics.py |
5 | Sharpe, Sortino, Calmar, VaR/CVaR |
costs.py |
6 | Commission + slippage modeling |
sizing.py |
7 | Kelly, fixed-fractional, vol targeting |