app.nothingbutalpha/backtest-auditorfinance

Backtest Auditor

Synced · awaiting check

Automated red-team checks for trading backtests: lookahead lint, Deflated Sharpe, costs. Local.

Install

claude mcp add backtest-auditor -- uvx backtest-auditor

Our take

Audits trading backtests for issues such as lookahead bias, overstated Sharpe ratios, and omitted transaction costs. It is useful for quantitative researchers seeking a local second-pass review, but unknown adoption and the limits of automated statistical checks mean it should complement—not replace—manual methodology review.

reviewed by hand · 2026-10-18

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Verification record

last verified
today
in registry since
2026-10-18
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