Description
backtesting-frameworks is an agent skill from the wshobson/agents collection for building backtesting systems for trading strategies. Its goal is to produce reliable performance estimates by avoiding the common errors that make backtests look better than they are. The skill names look-ahead bias, survivorship bias and overfitting, and covers realistic modeling of transaction costs, slippage and commissions. It describes event-driven and vectorized backtester implementations, so an agent can pick the style that fits the strategy, and it covers walk-forward optimization and Monte Carlo simulation to test how robust a strategy is. The skill is meant for developing trading strategy backtests, building backtesting infrastructure, validating performance, comparing strategy alternatives and implementing walk-forward analysis. It is a software guide, not investment advice: it does not recommend a strategy, and a backtest does not guarantee future results. The skill is installed with the skills CLI from the wshobson/agents repository. Its skills.sh page showed about 16.3K installs and passing results from three security audits at the time of the scan.…
Highlights
- Avoids look-ahead and survivorship bias
- Models transaction costs, slippage and commissions
- Event-driven and vectorized backtester designs
- Walk-forward optimization
- Monte Carlo simulation for robustness
- Installs with the skills CLI
Ratings & Reviews
No ratings yet
Be the first to rate backtesting-frameworks.
People also visit
backtesting-frameworks FAQ
What does this skill help build?
Backtesting systems for trading strategies, with attention to bias, transaction costs and robustness.
Which biases does it address?
Look-ahead bias, survivorship bias and overfitting.
Does it give investment advice?
No. It is a software guide for building and testing backtests. It does not recommend a strategy, and past backtest results do not guarantee future performance.
What testing methods are covered?
Walk-forward optimization and Monte Carlo simulation, to check how robust a strategy is.
Which backtester styles are covered?
Event-driven and vectorized implementations.
How do I install it?
Run npx skills add https://github.com/wshobson/agents --skill backtesting-frameworks.
What security audits does it have?
skills.sh lists three audits: Gen Agent Trust Hub Pass, Socket Pass and Snyk Pass.
What are the best backtesting-frameworks alternatives?
Popular alternatives to backtesting-frameworks include ccxt-python, airflow-dag-patterns and async-python-patterns. See all backtesting-frameworks alternatives