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alpha-backtest

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Backtest multi-factor portfolios with gate checks

Data & Analytics#portfolio#robustness#backtest#quant#factor#gate-check
AuthorVernonOY
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Backtest engine for single- and multi-factor portfolios enables rigorous evaluation with gate checks, ensuring robust strategy validation.

Core Features & Use Cases

  • Single-factor and multi-factor backtesting with deterministic gate checks.
  • IS/OOS evaluation, portfolio construction, turnover accounting, and performance metrics.
  • Interactive backtest setup and comprehensive reporting, including NAV, drawdown, and monthly performance.

Quick Start

Run a backtest on your selected factors to evaluate performance and stability across markets.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: alpha-backtest
Download link: https://github.com/VernonOY/alpha-skills/archive/main.zip#alpha-backtest

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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