quant-validation-audit

What problem does it solve?

This skill provides a rigorous audit procedure to detect look-ahead leakage, missing transaction costs, and overfitting in quantitative trading code, ensuring robust and trustworthy results.

Core Features & Use Cases

• Look-ahead bias detection and leakage checks across model and data inputs.
• Cost-aware validation that accounts for trading fees, slippage, and market frictions.
• Cross-layer consistency checks between producer and consumer artifacts to prevent boundary mismatches.
• In/out-of-sample verification to ensure realistic performance and robust out-of-sample behavior.
• QA/audit support for ongoing compliance and governance.

Quick Start

Run this audit on your current backtest module to identify look-ahead leaks, missing costs, and overfitting risks.