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The Null Zoo: Monte Carlo study of the size and power of backtest-overfitting corrections (deflated Sharpe ratio, haircut Sharpe, bootstrap) on synthetic strategy searches with known ground truth.
MCP server that catches fake backtests before you trust them: deflated Sharpe ratio, backtest overfitting (CSCV/PBO), data-snooping tests (White's Reality Check, Hansen's SPA), lookahead checks and pipeline placebos. 20 tools for Claude, Cursor and any MCP client; on npm, the MCP Registry and hosted at canlicapital.com/mcp.
Code and example data for implementing the fwer plus procedure in picking outperforming hedge funds
Screen quant/ML feature pipelines for look-ahead bias from late-arriving data: measure each signal's leakage susceptibility and gate release until the cross-section is safe. Python, MIT.
Are public quant datasets point-in-time safe? Reproducible look-ahead-bias screens: OSAP (Chen-Zimmermann), JKP Global Factor Data, raw SEC EDGAR as-filed panels, feature-store as-of joins.
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