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Runs ~20 options strategies against live market data in shadow mode, records every hypothetical fill under worst/base/optimistic assumptions, and grades each with anytime-valid e-processes. Places no orders.
Which model is really behind your API relay or agent IDE? Behavioral fingerprinting + anytime-valid sequential tests (FPR<=1%). LLMs can't be random - measured on 9 frontier models.
Measure your agent harness, find where it wastes the model, and prove the fix worked. Harness-agnostic, agent-agnostic, zero dependencies. Reference implementation of HTP-1.
A/B testing and causal inference scored against known answers: simulations where I set the effect, and a randomised benchmark the observational methods have to recover.
Bayesian multi-armed bandits for continuous prompt experimentation: Thompson sampling routes traffic to the best prompt variant and a stopping rule promotes a winner without a fixed-N A/B test. Zero dependencies, TypeScript-first.
Ships ML models in stages - shadow, then 1/5/25/50% of traffic - and rolls a bad one back automatically. The guardrails stay valid under constant checking: 0.6% false rollback with two identical models, where a repeatedly-read A/B test acts wrongly 36.7% of the time.
Four free calculators for A/B tests and marketing experiments (sample size, minimum detectable effect, peeking, geo holdout) and an interactive CUPED explainer. Each result comes with one plain sentence on what it means and what would invalidate it. Every formula is checked against scipy, statsmodels and numpy on every push.
A/B testing toolkit: power analysis, SRM, CUPED, BH-FDR, and a Monte Carlo calibration harness that checks whether naive peeking rules actually control the false-positive rate they claim to.