Skills
.Work. You
Rest

vegas-backtest-runbook

Community

Iterate Vegas strategy parameters.

Finance & Accounting#risk management#backtesting#trading strategy#parameter optimization#quantitative trading#vegas strategy
Authorfairwic
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill provides a structured process for iterating on the Vegas trading strategy's parameters, enabling users to efficiently test, analyze, and optimize trading configurations.

Core Features & Use Cases

  • Backtest Execution: Run backtests for the Vegas strategy with specified configurations.
  • Result Analysis: Query and analyze backtest results from the back_test_log table.
  • Parameter Tuning: Update strategy and risk configurations stored in the database.
  • Iteration Logging: Maintain a historical log of strategy iterations and their outcomes.
  • Use Case: A quantitative trader wants to find the optimal min_trend_move_pct for the Vegas strategy on ETH-USDT-SWAP 4H. They use this Skill to run multiple backtests with varying min_trend_move_pct values, analyze the sharpe_ratio and max_drawdown from the back_test_log, and finally update the strategy_config with the best-performing parameters.

Quick Start

Execute the Vegas backtest by running the cargo command with the specified environment variables.

Dependency Matrix

Required Modules

None required

Components

references

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

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

Agent Skills Search Helper

Install a tiny helper to your Agent, search and equip skill from 223,000+ vetted skills library on demand.