{
 "schema_version": 1,
 "generated": "2026-10-26",
 "id": "ceyyy427-finathink--backtest-a-factor-with-hidden-oos",
 "repo": "ceyyy427/finathink",
 "repo_url": "https://github.com/ceyyy427/finathink",
 "repo_slug": "ceyyy427-finathink",
 "title": "Backtest a factor idea with a hidden out-of-sample test",
 "page_title": "How to backtest a factor idea with a hidden out-of-sample test with Finathink",
 "summary": "Turn a strategy hypothesis into a controlled factor proposal and test it on training, validation and hidden OOS data.",
 "who": "A quant learner who wants to test a factor idea without fooling themselves with overfitting.",
 "problem": "Backtests that reuse the same data for tuning and testing look great and fail live.",
 "outcome": "IC, ICIR, turnover and decay metrics with a one-time hidden OOS test, logged with fingerprints in an offline HTML report.",
 "steps": [
  "Create a venv and run `python3 -m pip install -e '.[dev]'`",
  "Start the local app with `python3 scripts/run_local_app.py --sample --port 8765`",
  "Describe your hypothesis in the factor workbench so it maps to a fixed DSL template",
  "Run training, validation and the one-time hidden OOS test",
  "Read IC, ICIR, turnover and decay, and keep the proposal only if OOS holds up"
 ],
 "agent_prompt": "Using ceyyy427/finathink with the sample data, turn the hypothesis <idea> into a factor proposal, run the backtest with the hidden OOS test, and summarize IC, ICIR, turnover and decay. Paper trade only.",
 "agents": [
  "claude-code",
  "codex"
 ],
 "difficulty": "Advanced",
 "time": "1 hour",
 "basis": "readme",
 "caveat": "Not financial advice: paper trade first, and remember you can lose money. The README is in Chinese.",
 "category": "Money",
 "tags": [
  "Money"
 ],
 "lang": "python",
 "requirements": [
  "Python 3.11 or later",
  "A local copy of the repo (inferred: git clone https://github.com/ceyyy427/finathink.git)",
  "No broker, live trading account or real vendor credentials are needed for the offline sample run"
 ],
 "risk": "sensitive",
 "seen_in_the_wild": false,
 "mentioned_publicly": false,
 "risks": [],
 "best": false,
 "score": 0.75,
 "evidence": [],
 "url": "https://dedupedai.com/use-cases/ceyyy427-finathink/backtest-a-factor-with-hidden-oos/",
 "md": "https://dedupedai.com/use-cases/ceyyy427-finathink/backtest-a-factor-with-hidden-oos/index.md",
 "disclaimer": "Deduped lists open-source repositories that belong to other people. We do not own, maintain, audit, or vouch for any of them, and a repo appearing here is not an endorsement or a safety check. The use cases, steps, and prompts are written by AI and may be incomplete, outdated, or just wrong. Where a use case is marked \"Seen in the wild\", we link to public posts where someone described something similar, but we have not verified those posts and the use case itself is still our AI's own write-up. Use all of this at your own risk. Only run code, commands, or agents on systems and accounts you are authorized to use, and read the code and every command before you run it, especially anything that touches credentials, files, or the network. Nothing here is professional, security, legal, or financial advice. All trademarks and project names belong to their respective owners, and their use here does not imply affiliation. Content is provided as is, without warranties of any kind. Found a mistake, a safety problem, or something you want removed? Email hello@dedupedai.com and we will look at it promptly.",
 "api": "https://dedupedai.com/api/v1/usecases/ceyyy427-finathink--backtest-a-factor-with-hidden-oos.json",
 "api_version": "v1"
}