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vibe-trading

Backtests quantitative strategies across multiple engines and market-data sources with built-in alpha factors.

Updated Jun 30, 2026
Search Tags:#finance#swarm#backtesting#trading#quantitative#alpha
One-click install
npx skills add https://github.com/20YN04/vibe-trading-macos --skill vibe-trading-20yn04
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: vibe-trading
Source: https://github.com/20YN04/vibe-trading-macos/tree/main/agent
Command: npx skills add https://github.com/20YN04/vibe-trading-macos --skill vibe-trading-20yn04

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires vibe-trading-ai, and includes assets (resource) components.

What problem does it solve?

This Skill solves the complexity of quantitative finance research by providing a unified, AI-driven environment for backtesting, factor analysis, and multi-agent strategy development without requiring manual coding for every step.

Core Features & Use Cases

  • Multi-Engine Backtesting: Run quantitative strategies across 7 engines covering global equities, crypto, and futures with 18 market-data sources.
  • Alpha Zoo: Access 452 pre-built quantitative alphas (qlib158, alpha101, gtja191) for immediate benchmarking and factor research.
  • Shadow Account: Extract implicit trading rules from your broker journal to profile behavior and backtest against real-world market data.

Quick Start

Use the vibe-trading skill to backtest a MACD crossover strategy on Apple stock for the year 2024.

Frequently Asked Questions about vibe-trading

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

FAQPage Schema
How do I run quantitative backtesting on global equities and crypto without manual coding?▼

Quantitative backtesting across global equities and crypto is executed through 7 specialized engines utilizing 18 market-data sources, enabling strategy evaluation without manual coding.

What pre-built alpha factors are available for factor analysis and benchmarking?▼

Factor analysis leverages 452 pre-built quantitative alphas, including the qlib158, alpha101, and gtja191 sets, for immediate benchmarking and research workflows.

Can I extract implicit trading rules from my broker journal for backtesting?▼

Yes, the Shadow Account feature extracts implicit trading rules from your broker journal to profile behavior and backtest it against real-world market data.

Does vibe-trading support multi-agent swarm strategy development for institutional research?▼

Yes, vibe-trading provides a multi-agent swarm environment for institutional-grade strategy development, integrating 79 specialized finance skills for automated generation.

What's the best way to start testing a MACD crossover strategy on a specific stock?▼

You can start by instructing the skill to backtest a MACD crossover strategy on a target stock, like Apple, for a specific period such as the year 2024.

Do I need the vibe-trading-ai dependency to run quantitative research workflows?▼

Yes, the vibe-trading-ai dependency is required to power the AI-driven environment for quantitative backtesting, factor analysis, and multi-agent strategy development.

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