About backtesting-frameworks
A skill for designing backtesting systems and evaluating trading strategies with attention to bias, data timing, and realistic execution costs. It is intended for strategy validation and backtesting infrastructure, not live trading or investment advice.
Key features
- 01Point-in-time data pipelines
- 02Realistic cost and execution models
- 03Event-driven simulation
- 04Train, validation, and test splits
- 05Walk-forward testing
- 06Bias-aware performance evaluation
Use cases
- 01Building trading strategy backtests
- 02Validating strategy robustness
- 03Implementing walk-forward analysis
Install
Copy the command and run it in a terminal.
$
npx skills add https:/After installing, type/backtesting-frameworksin Claude Code to confirm it loaded.
Bundled filesresources/implementation-playbook.md
Details
From the project READMEBacktesting Frameworks
Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.
Use this skill when
- Developing trading strategy backtests
- Building backtesting infrastructure
- Validating strategy performance and robustness
- Avoiding common backtesting biases
- Implementing walk-forward analysis
Do not use this skill when
- You need live trading execution or investment advice
- Historical data quality is unknown or incomplete
- The task is only a quick performance summary
Instructions
- Define hypothesis, universe, timeframe, and evaluation criteria.
- Build point-in-time data pipelines and realistic cost models.
- Implement event-driven simulation and execution logic.
- Use train/validation/test splits and walk-forward testing.
- If detailed examples are required, open
resources/implementation-playbook.md.
Safety
- Do not present backtests as guarantees of future performance.
- Avoid providing financial or investment advice.
Resources
resources/implementation-playbook.mdfor detailed patterns and examples.
Comments
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