s
sergosumy

SergeiDiachenko

@sergosumy

Python Quant Developer I Backtesting and Strategy Validation

Polonia
Inglese, Russo, Ucraino
Alcune informazioni sono riportate in lingua inglese.
Chi sono
I'm a Python quant developer specializing in trading-strategy backtesting and validation. I use the methods institutional desks rely on — Combinatorial Purged Cross-Validation, Probabilistic & Deflated Sharpe Ratio, and static look-ahead/leakage audits — to answer one question: is your edge real, or just overfitting? My open-source validation toolkit (with a full test suite) is on GitHub. I work async-first and deliver clear, bilingual reports: an executive verdict plus a technical appendix. If your backtest looks too good to be true, that's exactly what I check.... Continua a leggere

Competenze

s
sergosumy
SergeiDiachenko
offline • 
Tempo di risposta medio: 1 ora

Consulta i miei servizi

Modello statistico e analisi
I will validate your trading strategy and detect overfitting
Analisi finanziaria
I will analyze your trading track record and prove if your edge is real or overfit

Esperienza lavorativa

Self_Employed

Quantitative Developer (Backtesting & Validation)

Self Employed • Lavoratore autonomo

Dec 2023 - Present2 yrs 7 mos

Build and validate systematic trading strategies in Python. Developed a backtesting engine with forward-walk simulation, transaction-cost modeling, MAE/MFE analytics and static look-ahead/leakage auditing, plus an institutional validation stack: Combinatorial Purged Cross-Validation, Probabilistic & Deflated Sharpe Ratio, and Monte-Carlo stress testing. Open-source validation toolkit published on GitHub.