Estimate the Probability of Backtest Overfitting according to Bailey, Borwein, Lopez de Prado, Zhu (2016).
Package details 


Author  Horace W. Tso 
Maintainer  Horace W. Tso <[email protected]> 
License  GPL (>= 2) 
Version  0.1.0 
Package repository  View on GitHub 
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