Evaluate strategy risk and anti-overfitting validation for production readiness.
npx skills add https://github.com/gtnix/quant_b3_backtest --skill risk-analyst
Please help me install this Agent Skill. Skill: risk-analyst Source: https://github.com/gtnix/quant_b3_backtest/tree/main/.cursor/skills/risk-analyst Command: npx skills add https://github.com/gtnix/quant_b3_backtest --skill risk-analyst
Validate and gate strategy performance to prevent overfitting and ensure robust risk controls across intraday and position trading.
Run a full risk-validated evaluation on a target strategy and generate a promotion-ready report.
High-intent search queries and answers about installing and using this skill.
Prevent backtest overfitting during out-of-sample validation by applying PBO and DSR metrics to quantify selection bias, ensuring strategy results generalize beyond in-sample data before production deployment.
Walk-forward analysis (WFA) and CPCV gating validate risk by testing strategy performance across sequential data segments, providing credible out-of-sample performance and guarding against data leakage.
Run S1-S5 stress tests for execution realism by evaluating strategy performance under adverse conditions, measuring impacts of costs, latency, and turnover to determine production readiness.
Use reproducibility checks with run_id, config snapshots, and git commits to support regulatory-grade validation, enforcing deterministic results and maintaining audit trails for strategy evaluation.
Walk-forward testing works for both intraday and position trading scenarios, applying comprehensive risk validation and anti-overfitting gates across different trading frequencies to ensure robust risk controls.
Liangwei-zhangAutomate design, coding, and backtesting of quantitative trading strategies.
mahmoud20138Automate risk management, portfolio allocation, and performance tracking for trading portfolios.
wudyeSimulate realistic trade execution in backtests with slippage, impact, and delay models.
AI-Foundry-CoreEvaluate trading strategies with bias-aware backtesting and performance metrics.
