Overview
Fail-closed quality gate for backtests and factor evidence: DSR/PBO/haircut/MinTRL plus a probability-calibration companion gate.
Topics & capabilities
quantstrategiesgithubbacktestingquantitative-financeopen-sciencereproducible-researchfalsifiablepythonmit-licensefactor-analysisquality-control
Repository information
- Repository
- holdout-labs/factor-qc ↗
- Repository owner
- holdout-labs
- Primary language
- Python
- Repository code license
- MIT ↗
- Maintenance status
- Not archived at the recorded check
- Forked repository
- No
- GitHub stars
- 0
- Forks
- 0
- Default branch
- main
- Last repository push
- Sep 8, 2026
- Latest release
- v0.1.2 ↗
- Release published
- Sep 3, 2026
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.