sharpe-ratio-non-iid-corrections

sharpe-ratio-non-iid-corrections is an Investment analysis & markets skill for AI agents, published by terrylica in the cc-skills repository on GitHub. Skillspace rates sharpe-ratio-non-iid-corrections D (69/100) and it passed the safety scan; the rating is based on static analysis only.

Generalized Sharpe ratio inference under non-Normal serially correlated returns. Implements López de Prado, Lipton & Zoonekynd (2026): PSR, MinTRL, DSR, pFDR, oFDR, SFDR with ρ-corrected variance (Eq 2-3). Numba JIT for production speed. Use when computing Sharpe significance, minimum track record, false discovery rates, or deflated Sharpe ratios with autocorrelation correction.

Grade
D
Quality
69 / 100
Safety
Passed
GitHub stars
58

Unproven: rated by static analysis only, not yet compared head-to-head.

Our two independent classifiers differ on this skill's category, so treat the placement as provisional.

This rating describes the version of the repository we crawled; it may have changed since, so go by its current files.

View source on GitHubterrylica/cc-skills

Our review

Architecture
78 / 100
Maturity
Structured: ships references or scripts
Security scan
No issues found
License
MIT
Adoption
Adopted by 0 other repositories, in 0 collections

Not checked yet

  • Not judged on the rubric yet (not a contender in its category)
  • No blind task eval yet
  • Scope (portable / vendor / repo-internal) not assessed; only the top of each category is read for scope
  • Sibling files (scripts, references) not fetched; security scan covers SKILL.md only

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