quantitative-backtest
CommunityBacktest design with bias, cost, and validation
AuthorSuperagentsys
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides a structured framework to design, validate, and interpret backtests for trading strategies, focusing on reproducibility, bias control, and clear cost assumptions.
Core Features & Use Cases
- Walk-forward validation to assess strategy stability over time.
- Cost, slippage, and liquidity modeling to reflect realistic execution and turnover.
- Performance reporting including Sharpe, drawdown, Calmar, and robustness checks for parameter grids.
Quick Start
Run a backtest on your strategy using the defined data sources and parameter grid.
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: quantitative-backtest Download link: https://github.com/Superagentsys/novalclaw/archive/main.zip#quantitative-backtest Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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