code-verification

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certurk23 / certurk23.github.io

Verified implementations of VPIN, Hierarchical Risk Parity and the Probabilistic Sharpe Ratio: runnable code, synthetic ground truth, dated verification reports of defects found and fixed. Free.

python reproducible-research quantitative-finance market-microstructure code-verification vpin hierarchical-risk-parity probabilistic-sharpe-ratio

Updated Oct 3, 2026
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