strategy-generate

You can backtest quantitative trading strategies for Vietnamese stocks by providing instrument codes, time ranges, and strategy logic. The Skill uses Python libraries to evaluate historical performance based on your defined criteria.

Automated trading strategy creation requires user input for instrument codes, time range, and strategy logic. It also uses a config.json file for user preferences and a signal_engine.py script for strategy logic execution.

Yes, you can evaluate automated trading strategies on specific stock symbols like VCB or FPT. The Skill handles backtesting and performance evaluation using Python libraries based on your defined strategy logic and time range.

Developing and optimizing quantitative trading strategies involves defining logic and user input, performing historical backtesting, and automating evaluation. This streamlines modification and optimization to save time and enhance efficiency.

Yes, the quantitative finance tool works with historical data over a custom time range. You define the start and end dates, such as backtesting from 2020-01-01 to 2025-12-31, to evaluate strategy performance.