s
sergosumy

SergeiDiachenko

@sergosumy

Python Quant Developer I Backtesting and Strategy Validation

Poland
English, Russian, Ukrainian
About me
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.... Read more

Skills

s
sergosumy
SergeiDiachenko
Offline • 
Average response time: 1 hour

See my services

Statistical Modeling & Analytics
I will validate your trading strategy and detect overfitting
From$150 / projectMore details
Financial Analytics
I will analyze your trading track record and prove if your edge is real or overfit
From$150 / projectMore details

Work experience

Self_Employed

Quantitative Developer (Backtesting & Validation)

Self Employed • Self-employed

Dec 2023 - Present • 2 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.