Statistical evaluation of Donchian-type breakout strategies and overfitting risks across multi-assets and forex, demonstrating lookahead bias correction and multiple hypothesis testing (t-test).
python engineering finance algorithms scipy quantitative-finance hypothesis-testing financial-engineering backtesting overfitting finacial breakout-strategy lookahead-bias finacialengeenering hypothesis-overfitting
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Updated
Sep 6, 2026 - Python