A student quant-finance club that treats backtests like crime scenes. We pre-register hypotheses, log every trial, and KILL the strategies that can't survive an honest validation battery — because a clean negative result is still a finished project.
Market-neutral pharma duopoly spread with a pre-registered z-band and deflated-Sharpe validation.
Closed-form BS pricer cross-checked against Monte Carlo, then run on a live NVO/LLY chain to map the skew the model can’t explain.
Construction valid (UMD ρ=0.88) but the gross premium is gone. The anomaly decayed, not our data. Two kill conditions hit.
Net SR 0.52, DSR 0.93 — but permutation p just missed the pre-registered 0.10 bar. Timing added no Sharpe over the static book. Killed per spec.
Return distributions vs normal across timescales: QQ-plots, tail indices, and the shuffle test that proves clustering is real and fat tails are forever.
Vol/trend state classification on weekly returns, conditioning an existing strategy and permutation-testing whether it honestly improves anything.
No finance background required — just curiosity and a tolerance for being wrong in public. Apply below, and if it's a fit we'll get you into the first meeting.
$ git clone kwantklubben $ pip install -r requirements.txt $ python -m honesty.test_honesty