Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.
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Use backtesting-frameworks to design a bias-aware backtesting system for [strategy hypothesis], using [historical dataset and universe] across [timeframe and evaluation criteria], with realistic costs and walk-forward validation; present results as historical estimates, not investment advice or performance guarantees.
Required inputs
[strategy hypothesis]
[historical dataset and universe]
[timeframe and evaluation criteria]
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SKILL.md
name: backtesting-frameworksdescription: Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.
Backtesting Frameworks
Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.
Use this skill when
Developing trading strategy backtests
Building backtesting infrastructure
Validating strategy performance and robustness
Avoiding common backtesting biases
Implementing walk-forward analysis
Do not use this skill when
You need live trading execution or investment advice
Historical data quality is unknown or incomplete
The task is only a quick performance summary
Instructions
Define hypothesis, universe, timeframe, and evaluation criteria.
Build point-in-time data pipelines and realistic cost models.
Implement event-driven simulation and execution logic.
Use train/validation/test splits and walk-forward testing.
If detailed examples are required, open resources/implementation-playbook.md.
Safety
Do not present backtests as guarantees of future performance.
Avoid providing financial or investment advice.
Resources
resources/implementation-playbook.md for detailed patterns and examples.
backtesting-frameworks by rmyndharis · The Skill Leaderboard