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回测分类新增 canli-validation-mcp - #77
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arhancanli wants to merge 1 commit into
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在「回测」分类末尾新增 canli-validation-mcp。
它回答的问题是：一个回测结果，扣除掉试过的变体数量之后还站得住吗？工具包括 Deflated Sharpe Ratio、CSCV 回测过拟合概率、对所有变体的数据窥探检验（Hansen SPA、White Reality Check、Romano-Wolf StepM）、信号的前视偏差检查，以及对整个研究流程的安慰剂检验。每个结果都附带它不能证明的内容。
npx -y canli-validation-mcp（npm，设置CANLI_LOCAL=1时在本机计算、不上传数据），或连接托管端点https://canlicapital.com/mcp（无需密钥）io.github.arhancanli/canli-validation-mcp说明：我是这个项目的作者。