paper-trading

Set up, debug, and validate paper trading systems with simulated fills.

Updated Aug 27, 2026
One-click install
npx skills add https://github.com/trudumb/hyper_make --skill paper-trading
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: paper-trading
Source: https://github.com/trudumb/hyper_make/tree/main/.claude/skills/workflows/paper-trading
Command: npx skills add https://github.com/trudumb/hyper_make --skill paper-trading

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

The paper trading workflow enables setting up, debugging, and validating trading strategies by using simulated fills against real market data, allowing testing without risking capital.

Core Features & Use Cases

  • Setup and run paper trading simulations against live-like data
  • Track local PnL, calibrate estimators, and validate strategy robustness
  • Use Case: verify strategy logic and risk controls before going live

Quick Start

Start the paper trading workflow to initialize the simulation and validate strategy performance against real market data.

Frequently Asked Questions about paper-trading

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I test trading strategies against real market data without risking capital?

Paper trading uses simulated fills against real-time mid-price data to test trading strategies without risking capital. It enables local development and backtesting to verify strategy logic and risk controls before going live.

How do I set up a paper trading system for backtesting?

Setting up paper trading for backtesting requires initializing a deterministic FillSimulator to process real market data, managing calibration through a CalibrationController, and tracking local PnL to validate strategy robustness.

What is calibration in simulated trading and why is it needed?

Calibration in simulated trading adjusts estimator accuracy using a CalibrationController to manage kappa confidence and calibration gamma. It ensures simulated fills remain realistic and strategy robustness is accurately validated.

Can I use paper trading to debug strategy logic before going live?

Yes, paper trading is designed to debug and validate trading strategies by applying simulated fills to real market data. This allows you to verify strategy logic and risk controls locally before live deployment.

Does paper trading require a deterministic FillSimulator?

Yes, a deterministic FillSimulator is required to accurately simulate fills against real-time mid-price handling. This determinism ensures reliable backtesting, outcome tracking, and consistent strategy validation.

What are the limitations of backtesting with simulated fills?

Backtesting with simulated fills depends on accurate calibration of kappa confidence and gamma to avoid unrealistic execution. Without proper calibration, tracked local PnL may not reflect true live market conditions or execution risk.