backtesting-frameworks
OfficialBuild reliable trading backtests.
Finance & Accounting#risk management#performance analysis#backtesting#quantitative finance#algorithmic trading#trading strategies
AuthorACGSpgp
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps you build robust backtesting systems for trading strategies, preventing common biases and ensuring accurate performance estimates.
Core Features & Use Cases
- Bias Mitigation: Addresses look-ahead, survivorship, and transaction cost biases.
- Frameworks: Provides event-driven and vectorized backtesting patterns.
- Advanced Analysis: Includes walk-forward optimization and Monte Carlo simulations.
- Use Case: Develop and validate a new algorithmic trading strategy by simulating its historical performance with realistic cost and slippage models.
Quick Start
Use the backtesting-frameworks skill to create an event-driven backtester with a simple momentum strategy.
Dependency Matrix
Required Modules
pandasnumpy
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: backtesting-frameworks Download link: https://github.com/ACGSpgp/ACGS/archive/main.zip#backtesting-frameworks Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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