quant-strategy-quick-backtest
OfficialInstantly backtest strategies and spot overfitting risk.
Finance & Accounting#performance metrics#backtesting#financial research#benchmark comparison#overfitting detection#gildata-aidata#quant strategies
Authoraliyun
Version1.0.0
Installs0
System Documentation
What problem does it solve?
It solves the need for fast, lightweight verification of quantitative trading strategy performance without setting up a full research backtesting pipeline.
Core Features & Use Cases
- Strategy rule parsing & validation: Extracts strategy type, universe, entry/exit rules, rebalancing frequency, backtest window, benchmark, and fills missing parameters with sensible defaults.
- Fast backtest execution: Retrieves market data via gildata-aidata (or falls back to other data sources / simulation) and runs a quick daily backtest.
- Standardized performance reporting: Computes annualized return, max drawdown, Sharpe, Calmar, volatility, win rate, profit-loss ratio, excess return vs. benchmark, and information ratio, then includes a structured overfitting risk assessment.
Quick Start
Ask to run a backtest by saying: "帮我回测一下这个策略，并生成策略速评报告。"
Dependency Matrix
Required Modules
None requiredComponents
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: quant-strategy-quick-backtest Download link: https://github.com/aliyun/qwen-dianjin/archive/main.zip#quant-strategy-quick-backtest Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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