backtesting-frameworks

Installation
Summary

Robust backtesting systems that avoid look-ahead bias, survivorship bias, and overfitting.

  • Event-driven and vectorized backtester implementations with realistic transaction cost modeling, slippage, and commission handling
  • Walk-forward optimization and Monte Carlo simulation for strategy robustness testing across multiple time windows
  • Comprehensive performance metrics including Sharpe, Sortino, Calmar ratios, drawdown analysis, and win-rate calculations
  • Point-in-time data handling, out-of-sample validation, and parameter grid search to prevent curve-fitting and selection bias
SKILL.md

Backtesting Frameworks

Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.

When to Use This Skill

  • Developing trading strategy backtests
  • Building backtesting infrastructure
  • Validating strategy performance
  • Avoiding common backtesting biases
  • Implementing walk-forward analysis
  • Comparing strategy alternatives

Core Concepts

1. Backtesting Biases

Bias Description Mitigation
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wshobson/agents
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First Seen
Jan 20, 2026