Calculators for quantitative traders and researchers — the same validation math that gates the IVEST research system. No signup, runs in your browser.
Is your backtest Sharpe real, or an artifact of testing many variants? Corrects for multiple testing, skewness, kurtosis and track length (Bailey & López de Prado).
Backtest validationOptimal position size from win probability & payoff, or from a strategy's mean return and volatility. Includes half-Kelly and drawdown intuition.
Position sizingHow many years of data do you need before a strategy tested N times can be trusted at all? (Bailey, Borwein, López de Prado & Zhu.)
Overfitting defense