DeFi University

3 modules · 12 lessons · about 4.5 hours

Honest Backtesting on Hyperliquid

Purged walk-forward, concatenated out-of-sample Sharpe, data traps, DSR/PBO, and go/no-go hurdles.

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Module 1: Bias and Walk-Forward

  1. 1Seven Ways a Stat-Arb Backtest Lies10 minExercise
  2. 2Rolling 180/30 Walk-Forward9 minExercise
  3. 3Purge: Overlapping Labels8 minExercise
  4. 4Embargo: ACF Memory8 minExercise
  5. ?Module 1 quiz

Module 2: Simulation and Data

  1. 5Two-Clock Simulation Inside the Study9 minExercise
  2. 6Concatenate OOS Returns (Never Average Fold Sharpes)9 minExercise
  3. 7Data You Need: Candles, Funding, Volume10 minExercise
  4. 8The 5,000-Candle Truncation Trap8 minExercise
  5. ?Module 2 quiz

Module 3: Judgment

  1. 9Deflated Sharpe and PBO10 minExercise
  2. 10Go/No-Go Hurdles9 minExercise
  3. 11Sensitivity and Stress Battery8 minExercise
  4. 12Limitations: What a Pass Still Does Not Prove10 minExercise
  5. ?Module 3 quiz