quant-integrity
Copyright (c) 2026 Avasis

This product includes software developed by Avasis.

Licensed under the GNU Affero General Public License v3.0 (AGPL-3.0-or-later).
See LICENSE for the full text.

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The statistical methods implemented here are published academic work and are not
owned by this project. Implementations are original; the methods are not. The
primary sources are cited in the docstring of each function:

  Bailey, D. and Lopez de Prado, M. (2012). The Sharpe Ratio Efficient Frontier.
  Bailey, D. and Lopez de Prado, M. (2014). The Deflated Sharpe Ratio.
  Bailey, D., Borwein, J., Lopez de Prado, M. and Zhu, Q. (2014).
      Pseudo-Mathematics and Financial Charlatanism.
  Bailey, D. and Lopez de Prado, M. (2015). The Probability of Backtest Overfitting.
  Politis, D. and Romano, J. (1994). The Stationary Bootstrap.
  Politis, D. and White, H. (2004). Automatic Block-Length Selection.
  White, H. (2000). A Reality Check for Data Snooping.
  Hansen, P. (2005). A Test for Superior Predictive Ability.
  Romano, J. and Wolf, M. (2005). Stepwise Multiple Testing as Formalized Data Snooping.
  Harvey, C., Liu, Y. and Zhu, H. (2016). ... and the Cross-Section of Expected Returns.
  Lopez de Prado, M. (2018). Advances in Financial Machine Learning.
