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vegas-backtest-runbook

Run Vegas strategy backtests and query results from back_test_log.

25|12|Updated Jun 4, 2024
Search Tags:#risk management#backtesting#trading strategy#parameter optimization#quantitative trading#vegas strategy
One-click install
npx skills add https://github.com/fairwic/rust_quant --skill vegas-backtest-runbook
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: vegas-backtest-runbook
Source: https://github.com/fairwic/rust_quant/tree/main/.claude/skills/vegas-backtest-runbook
Command: npx skills add https://github.com/fairwic/rust_quant --skill vegas-backtest-runbook

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

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.

Frequently Asked Questions about vegas-backtest-runbook

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I backtest a Vegas trading strategy and analyze the results?▼

To backtest a Vegas trading strategy, execute the backtest command and query the `back_test_log` table to analyze performance metrics like `sharpe_ratio` and `max_drawdown` for strategy optimization.

What is the best way to iterate quantitative trading parameters for risk management?▼

Iterating quantitative trading parameters involves running multiple backtests with varying values, analyzing outcomes via SQL queries, and updating the `strategy_config` and risk configurations in the database with the optimal parameters.

How do I update strategy and risk configurations after a Vegas strategy backtest?▼

You update strategy and risk configurations by applying SQL commands to modify the database entries, ensuring the best-performing parameters from the `back_test_log` are saved for future trading execution.

What are common JSON configuration pitfalls when running a trading strategy backtest?▼

Common JSON configuration pitfalls during a backtest include syntax errors or incorrect parameter mapping, which can be avoided by strictly adhering to the compatibility guidelines for historical data.

How can I query historical backtest results to evaluate strategy performance?▼

You query historical backtest results by executing essential SQL queries against the `back_test_log` table to extract and evaluate specific performance metrics for your trading strategy.

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