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quant-research

terrylica/cc-skillsby Terry Li
v11.57.1trading29 stars

Quantitative research metrics: SOTA evaluation for range bars, Sharpe ratios with daily aggregation, ML prediction quality (IC, autocorrelation), crypto-specific considerations

Install

/plugin install quant-research@terrylica-cc-skills
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More from terrylica/cc-skillsView source

quant · range-bars · sharpe-ratio · metrics · evaluation · crypto · ml · prediction-quality · ic · dsr · psr · wfo

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