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combinatorial-purged-cv

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eslazarev / purged-cross-validation

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

time-series cross-validation sharpe-ratio quantitative-finance cross-validation-time-series mlfinlab walk-forward purged-kfold purged-k-fold-cross-validation lopez-de-prado combinatorial-purged-cv

Updated Jun 16, 2026
Python

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