138 packages matching “sharpe”

canli-validation-mcp

v0.10.1 · 4 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Check whether a backtest is real: deflated Sharpe, CSCV probability of backtest overfitting, minimum track record and backtest length, haircut Sharpe and luck-equivalent trials, as an MCP server. Local mode, hosted endpoint, signed receipts.

2.1KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.10.1 (the latest release), from the OSV.dev database.

deflated-sharpe

v0.1.0 · 9 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Deflated Sharpe Ratio (Bailey & Lopez de Prado) — corrects a backtest's Sharpe ratio for selection bias and non-normality. No dependencies.

149Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.0 (the latest release), from the OSV.dev database.

@sharpe-terminal/mcp-server

v1.10.0 · 2 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

MCP server for Sharpe crypto derivatives and market data API

194Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.10.0 (the latest release), from the OSV.dev database.

dsh-sharpe

v0.0.1 · 14 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Sharpe - return per unit of pain - name reserved; first release in development.

9Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.0.1 (the latest release), from the OSV.dev database.

@general-liquidity/sharpebench-mcp

v0.28.0 · 13 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

MCP server exposing SharpeBench's luck-robust quantitative evaluation tools for trading agents, including deflated Sharpe, pass^k, process discipline, and risk analysis.

275Downloads across all versions in the last 7 days, from the official npm downloads API.MIT OR Apache-2.0License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.28.0 (the latest release), from the OSV.dev database.

@general-liquidity/sharpebench

v0.28.0 · 13 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Luck-robust quantitative evaluation for trading agents: deflated Sharpe, pass^k reliability, process discipline, and risk gates, backed by the identical Rust kernel compiled to WebAssembly.

310Downloads across all versions in the last 7 days, from the official npm downloads API.MIT OR Apache-2.0License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.28.0 (the latest release), from the OSV.dev database.

@sharpe-jupyter/connect

v0.4.4 · 7 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Connect a local JupyterHub to Sharpe via Cloudflare Tunnel

8Downloads across all versions in the last 7 days, from the official npm downloads API.

No known vulnerabilities

Known vulnerabilities affecting v0.4.4 (the latest release), from the OSV.dev database.

@sharpe-labs/mcp-server

v1.1.2 · 5 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

MCP server for Sharpe crypto derivatives and market data API

7Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.1.2 (the latest release), from the OSV.dev database.

@sharpe-labs/api

v1.0.0 · 5 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

OpenAPI client for @sharpe-labs/api

2Downloads across all versions in the last 7 days, from the official npm downloads API.

No known vulnerabilities

Known vulnerabilities affecting v1.0.0 (the latest release), from the OSV.dev database.

@sharpeai/connect

v0.1.0-beta.6 · 6 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Connect a local JupyterHub to Sharpe via Cloudflare Tunnel

5Downloads across all versions in the last 7 days, from the official npm downloads API.

No known vulnerabilities

Known vulnerabilities affecting v0.1.0-beta.6 (the latest release), from the OSV.dev database.

portfolio-analysis

v1.7.0 · 1 year ago

95
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Tools and statistics to analyze a portfolio's performance, e.g. CAGR, Sortino, Drawdowns, Sharpe and Calmar.

1Downloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.7.0 (the latest release), from the OSV.dev database.

quantoracle-mcp

v2.4.2 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Grounded quant finance math for AI agents over MCP. LLMs drift 5-30% on Black-Scholes Greeks and silently fail at Kelly, Sharpe, and VaR — this server is deterministic, citation-tested math (Hull, Wilmott, Lopez de Prado). 63 calculators (options pricing,

76Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.4.2 (the latest release), from the OSV.dev database.

@tradecanvas/analytics

v1.4.0 · 14 hours ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Backtesting, portfolio tracking, and risk analytics for TradeCanvas — bar-by-bar Backtester with virtual fills, commission/slippage models, and risk metrics (Sharpe, Sortino, Calmar, max drawdown).

29Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.4.0 (the latest release), from the OSV.dev database.

@types/zip-stream

v7.0.0 · 1 year ago

95
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

TypeScript definitions for zip-stream

31.1KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v7.0.0 (the latest release), from the OSV.dev database.

@types/heap

v0.2.35 · 11 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

TypeScript definitions for heap

29.9KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.2.35 (the latest release), from the OSV.dev database.

@types/vimeo__vimeo

v3.0.1 · 1 year ago

95
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

TypeScript definitions for @vimeo/vimeo

35.7KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v3.0.1 (the latest release), from the OSV.dev database.

@types/electron-to-chromium

v1.5.0 · 1 year ago

95
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

TypeScript definitions for electron-to-chromium

14.5KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.5.0 (the latest release), from the OSV.dev database.

@types/compress-commons

v7.0.1 · 1 year ago

95
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

TypeScript definitions for compress-commons

31.2KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v7.0.1 (the latest release), from the OSV.dev database.

@types/postcss-css-variables

v0.18.3 · 2 years ago

90
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

TypeScript definitions for postcss-css-variables

6.1KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.18.3 (the latest release), from the OSV.dev database.

crypto-portfolio-risk-analyzer

v1.0.3 · 1 year ago

95
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

A JavaScript library for analyzing and assessing the risk of cryptocurrency portfolios, including calculations for volatility, Sharpe ratio, VaR, CVaR, max drawdown, and Sortino ratio.

1Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.3 (the latest release), from the OSV.dev database.
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