Implements comprehensive strategy comparison framework:
- StrategyMetrics dataclass for performance data
- PairwiseComparison for head-to-head analysis
- ComparisonResult with rankings and recommendations
- StrategyComparator main class
Features:
- Multi-criteria ranking (Sharpe, Sortino, returns, drawdown, etc.)
- Welch's t-test for statistical significance
- Summary statistics across all strategies
- Automated recommendations (volatility, drawdown, trade count warnings)
- Return distribution analysis with skew/kurtosis
- Ranking table generation with average rank calculation
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
Andrew Kaszubski