Agent skill · research science · rmyndharis
backtesting-frameworks
Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.
Why this skill is useful
Provides domain-specific knowledge on building backtesting systems that avoid biases and implement robust validation techniques.
What it needs
About 1k tokens when loaded. Last updated 2026-08-02. 1,255 stars on the source repository.
What this skill does
Backtesting 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.md for detailed patterns and examples.
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills rmyndharis/backtesting-frameworks