Sergei Diachenko
Offer Sergei work on your next project.
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Offer work
Bielsko-Biała,
Poland
currently online
available for hire
age 34 years
on the service 1 month 11 days
Rating
Successful projects
Average rating
Language proficiency level
Українська: fluent
Русский: advanced
Polski: intermediate
English: elementary
Skills and abilities
Portfolio
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What my final report looks like
Python
Sample report in research-note format. At the top, verdict and key figures, in the middle a visual analysis: curve, distribution, equity with a confidence interval. At the bottom, a complete technical appendix. Each metric has an explanation of what it indicates and when it should raise concerns. This is a self-contained HTML, opens in any browser.
#Python #backtest #validation #trading #algotrading #quant #CPCV #risk #datascience
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Edge, who survived all tests
Python
The same battery of tests, a different strategy. Here, the edge remains positive on independent out-of-sample paths, endures crisis periods, and does not collapse under noise. Verdict PASS, deflated Sharpe confirms that the profit is not random. A synthetic sample, paired with the failed case, so the difference is immediately visible.
#Python #backtest #validation #trading #algotrading #quant #CPCV #risk #datascience
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Beautiful equity that cannot be trusted: the verdict "retraining"
Python
A strategy with a steadily increasing capital curve. It looks like a dream. Running it through my conveyor showed something different: the edge only lives on the history for which the parameters were selected. The deflated Sharpe and CPCV give a 98.5% probability of overfitting. At the top of the report, the verdict is in simple language, below are graphs and a complete table of metrics with explanations. This is a synthetic sample to show what a failed test looks like.
#Python #backtest #validation #trading #algotrading #quant #CPCV #risk #datascience