Evolve
Search a population of strategies, scored in-sample and on bars the search never saw.
QUANTITATIVE RESEARCH, WITHOUT THE SALES PITCH
Evolve, test, and interrogate trading strategies in one rigorous workbench. Because a return means nothing until it survives the questions.
pip install sophostechne-quantQuant answers the uncomfortable questions by default. No flags to hide the awkward two. No synthetic history dressed up as conviction.
Search a population of strategies, scored in-sample and on bars the search never saw.
Place observed drawdown inside a Monte Carlo distribution built from the strategy’s own trades.
Walk the entire method forward and compare every survivor against a same-market noise floor.
Daily movement across twelve regional equity proxies, mapped to the markets they represent.
Regional ETFs are used as investable market proxies. Bars are published IEX history, not a consolidated real-time tape.
Every chart names its source. Gaps stay gaps. Costs are charged on every path. Reproducible by seed, composable by JSON, and designed to make overfitting visible.
OPEN SOURCE · MIT LICENSED