vegas-backtest-optimizer

Community

Tune trading strategies for profit.

Authorfairwic
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill automates the complex and time-consuming process of optimizing trading strategy parameters, ensuring better performance and profitability.

Core Features & Use Cases

  • Automated Backtesting: Iteratively runs backtests with varying strategy and risk configurations.
  • Parameter Optimization: Identifies and applies configurations that meet specific performance criteria (e.g., win rate >= 50%, positive profit).
  • Use Case: A quantitative trader wants to find the best settings for the "Vegas 4H" strategy. They use this Skill to automatically test thousands of parameter combinations, saving days of manual work and identifying superior configurations.

Quick Start

Use the vegas-backtest-optimizer skill to run a backtest with the default environment variables.

Dependency Matrix

Required Modules

pymysql

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: vegas-backtest-optimizer
Download link: https://github.com/fairwic/rust_quant/archive/main.zip#vegas-backtest-optimizer

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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