ML4T Diagnostic
ML4T Diagnostic Documentation
Feature validation, strategy diagnostics, and Deflated Sharpe Ratio
Skip to content

Case-Study Evaluation Notebooks

Each linked evaluation notebook directly imports Diagnostic's HAC-adjusted information-coefficient and false-discovery-rate helpers. All links use the book revision selected for this guide. Later case-study stages may require additional data and packages. For an isolated example, start with the statistical-tests guide.

Case study Direct Diagnostic call in the book
CME futures Evaluation notebook
Crypto perpetuals funding Evaluation notebook
ETFs Evaluation notebook
FX pairs Evaluation notebook
Nasdaq 100 microstructure Evaluation notebook
S&P 500 equity option analytics Evaluation notebook
S&P 500 options Evaluation notebook
US equities panel Evaluation notebook
US firm characteristics Evaluation notebook

These are book workflows, not dependencies for ml4t.diagnostic. The statistical-test API reference has the supported call signatures.