/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.
One skill from wshobson-agents.
shell
$ npx -y skills add wshobson/agents --skill backtesting-frameworks --agent claude-codeInstalls just this skill. Get the whole plugin for auto-invocation.
How it fires
How this skill gets triggered: by you, by Claude, or both.
- Fires itselfClaude auto-loads it when your prompt matches the work.
- You can call itInvoke it directly when you want it.
- Slash command
/backtesting-frameworks
Context preview
The summary Claude sees to decide when to auto-load this skill.
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.
Stats
Stars38,169
Forks4,092
LanguagePython
LicenseMIT
Ships with wshobson-agents
SKILL.md
backtesting-frameworks.SKILL.md
--- name: backtesting-frameworks description: 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. --- # Backtesting Frameworks Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates. ## When to Use This Skill - Developing trading strategy backtests - Building backtesting infrastructure - Validating strategy performance - Avoiding common backtesting biases - Implementing walk-forward analysis - Comparing strategy alternatives ## Core Concepts ### 1. Backtesting Biases | Bias | Description | Mitigation | | ---------------- | ------------------------- | ----------------------- | | **Look-ahead** | Using future information | Point-in-time data | | **Survivorship** | Only testing on survivors | Use delisted securities | | **Overfitting** | Curve-fitting to history | Out-of-sample testing | | **Selection** | Cherry-picking strategies | Pre-registration | | **Transaction** | Ignoring trading costs | Realistic cost models |
