backtest
CommunityRun backtests and analyze strategy performance.
Finance & Accounting#financial modeling#performance analysis#trading strategy#historical data#backtest#cagr
AuthorJunghyun99
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates the process of backtesting trading strategies, allowing users to analyze their performance over specified historical periods and with customizable initial capital.
Core Features & Use Cases
- Automated Backtesting: Execute backtests using historical market data.
- Performance Analysis: Generate key metrics like total return, CAGR, and analyze performance across different market regimes (Bull, Bear, etc.).
- Customizable Parameters: Specify start date, end date, and initial cash for the backtest.
- Use Case: A quantitative analyst wants to test a new algorithmic trading strategy on historical stock data from 2018 to 2023 with an initial capital of $50,000.
Quick Start
Execute a backtest for the period 2020-01-01 to 2023-12-31 with an initial capital of 10000.
Dependency Matrix
Required Modules
yfinancepandasnumpy
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: backtest Download link: https://github.com/Junghyun99/StockAsset/archive/main.zip#backtest Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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