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Knowledge · knowledge base

Knowledge base

What the system knows, with source references. Changes are saved locally in this browser.

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StatisticsDSRoverfitting

Deflated Sharpe Ratio as the attempts bar

2026-10-18 · arXiv · Bailey & López de Prado

Corrects the Sharpe ratio for the number of variants tested. Each strategy must clear a bar that rises with the number of attempts. Used as the final check in the funnel.