multi-market-strategy
CommunityBacktest signals across markets with risk-balanced weights
Data & Analytics#backtesting#signal generation#cross-market#portfolio allocation#volatility adjustment#strategy engine
Authorloanntc
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps you run portfolio signal generation and backtesting when your universe contains symbols from multiple markets, where each market has different trading calendars and volatility characteristics.
Core Features & Use Cases
- Cross-market signal generation: Detects the market type per symbol (A-share, crypto, US/HK equity, forex, futures) and computes signals with market-specific parameters.
- Volatility-adjusted allocation: Scales signal strength by inverse volatility so higher-volatility assets (e.g., crypto) do not dominate the risk budget.
- Calendar and market-rule handling: Relies on the CompositeEngine to align dates, apply per-market rules (e.g., T+1, funding/swap mechanics), and allocate shared capital while this strategy focuses on target signals.
Quick Start
Ask the system to backtest a multi-asset universe like ["000001.SZ", "BTC-USDT"] from 2024-01-01 to 2025-03-31 using the daily engine with auto source loading.
Dependency Matrix
Required Modules
None requiredComponents
references
💻 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: multi-market-strategy Download link: https://github.com/loanntc/Paave/archive/main.zip#multi-market-strategy Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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