Skip to content
#

rademacher

Here are 6 public repositories matching this topic...

Language: Python
Filter by language

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.

  • Updated Jan 18, 2025
  • Python

Improve this page

Add a description, image, and links to the rademacher topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the rademacher topic, visit your repo's landing page and select "manage topics."

Learn more