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eslazarev

eslazarev/purged-cross-validation

PythonMITactive
82Health

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

Stars29
Forks5
Open Issues0
Contributors5
Last Push0d ago

Health Breakdown

Activity
25
Community
25
Maintenance
15
Popularity
17
#combinatorial-purged-cv#cross-validation#cross-validation-time-series#lopez-de-prado#mlfinlab#purged-k-fold-cross-validation#purged-kfold#quantitative-finance#sharpe-ratio#time-series#walk-forward
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Should you contribute to eslazarev/purged-cross-validation?

eslazarev/purged-cross-validation has a FoundDev health score of 82/100, which puts it in the active-and-maintained tier. The maintainer team is shipping recently, issues are being closed, and a PR you open this week has a realistic chance of being reviewed.

Last push was 0 days ago — that signals an actively maintained project. New issues are likely to get a maintainer response within days. The project is written primarily in Python, so prior Python experience will shorten ramp-up.

Licensed under MIT, a standard OSI-approved license — safe to contribute to under normal employer IP policies.

Community

eslazarev82

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

active
295 contributors
0d ago

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