I will audit your backtest for lookahead bias, crypto, futures and equities

China

I speak Chinese, English

Python Excel Automation Specialist

I specialize in Python automation and Excel data processing. I help individuals and small businesses save time by automating repetitive tasks and cleaning messy data. Fast, reliable, and clear commun...
About this Gig

Your backtest looks great. Let someone take it apart first.


I audit backtests, not strategies. I do not say whether to trade it; I say whether the numbers are lying, and where.


WHAT I CHECK

- Look-ahead bias: data not knowable at decision time

- Survivorship bias: delisted coins/stocks, merged tickers

- Multiple testing: how many variants you tried, and the Sharpe cost

- Deflated Sharpe / PBO: the honest denominator

- Costs: commission, slippage, impact (no flat 5 bps guess)

- PIT integrity: restated fundamentals, revised candles

- Sample split: in-sample vs out-of-sample, walk-forward


ASSET-SPECIFIC

- CRYPTO: perp funding, revised candles, delisted pairs, wicks, 365-day annualisation

- FUTURES: contract construction, settlement vs close, roll windows, margins

- EQUITIES: PIT fundamentals, borrow cost, split/dividend mixing, index membership


WHAT YOU GET: one-page verdict (PASS / FAIL / CANNOT VERIFY), the number that changes for each FAIL, and a fix-these-three-first list.


WHAT YOU SEND: date, ticker, factor value. I compute forward returns myself, so nothing leaks from the future into your file.


Not investment advice. Message me first if your universe is unusual.

Platform:

Custom