BacktestOverfittingSheet

class qf_lib.analysis.backtests_overfitting.backtest_overfitting_sheet.BacktestOverfittingSheet(**kwargs)[source]

Bases: qf_lib.analysis.common.abstract_document.AbstractDocument

Creates a document summarising all the statistics related to the probability of backtest overfitting.

Parameters

  • settings (Settings) – necessary settings

  • pdf_exporter (PDFExporter) – used to export the document to PDF

  • title (str) – title of the document