aa71e76eb9
- Add date_added to all 950+ skills for complete tracking - Update version to 6.5.0 in package.json and README - Regenerate all indexes and catalog - Sync all generated files Features from merged PR #150: - Stars/Upvotes system for community-driven discovery - Auto-update mechanism via START_APP.bat - Interactive Prompt Builder - Date tracking badges - Smart auto-categorization All skills validated and indexed. Made-with: Cursor
43 lines
1.4 KiB
Markdown
43 lines
1.4 KiB
Markdown
---
|
|
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 strateg..."
|
|
risk: unknown
|
|
source: community
|
|
date_added: "2026-02-27"
|
|
---
|
|
|
|
# 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.
|