Mmcp.market

backtesting-frameworks skill

by wshobson·wshobson/agents·40k stars·MIT

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.

A100/100content scan

Is the backtesting-frameworks skill safe?

Clean: nothing in its files matched our rules. We read 2 files in the folder on 2026-09-28.

No findings.

Install the backtesting-frameworks skill

A skill is a folder. Copy it into your agent's skills folder and the agent loads it when the task matches its description. 

git clone --depth 1 https://github.com/wshobson/agents.git /tmp/agents
mkdir -p ~/.claude/skills
cp -r /tmp/agents/plugins/quantitative-trading/skills/backtesting-frameworks ~/.claude/skills/backtesting-frameworks
available in every project

In the Claude apps, zip the folder and upload it from the Skills settings. The folder on GitHub

The instructions your agent would load

SKILL.md as published, without the frontmatter. Read it on GitHub

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

2. Proper Backtest Structure

Historical Data
      │
      ▼
┌─────────────────────────────────────────┐
│              Training Set               │
│  (Strategy Development & Optimization)  │
└─────────────────────────────────────────┘
      │
      ▼
┌─────────────────────────────────────────┐
│             Validation Set              │
│  (Parameter Selection, No Peeking)      │
└─────────────────────────────────────────┘
      │
      ▼
┌─────────────────────────────────────────┐
│               Test Set                  │
│  (Final Performance Evaluation)         │
└─────────────────────────────────────────┘

3. Walk-Forward Analysis

Window 1: [Train──────][Test]
Window 2:     [Train──────][Test]
Window 3:         [Train──────][Test]
Window 4:             [Train──────][Test]
                                     ─────▶ Time

Detailed worked examples and patterns

Detailed sections (starting with ## Implementation Patterns) live in references/details.md. Read that file when the navigation summary above is insufficient.

Best Practices

Do's

  • Use point-in-time data - Avoid look-ahead bias
  • Include transaction costs - Realistic estimates
  • Test out-of-sample - Always reserve data
  • Use walk-forward - Not just train/test
  • Monte Carlo analysis - Understand uncertainty

Don'ts

  • Don't overfit - Limit parameters
  • Don't ignore survivorship - Include delisted
  • Don't use adjusted data carelessly - Understand adjustments
  • Don't optimize on full history - Reserve test set
  • Don't ignore capacity - Market impact matters

More skills from wshobson/agents

  • Aairflow-dag-patternsBuild production Apache Airflow DAGs with best practices for operators, sensors, testing, and deployment. Use when creating data pipelines, orchestrating workflows, or scheduling batch jobs.
  • Aangular-migrationMigrate from AngularJS to Angular using hybrid mode, incremental component rewriting, and dependency injection updates. Use when upgrading AngularJS applications, planning framework migrations, or modernizing legacy Angular code.
  • Aanti-reversing-techniquesUnderstand anti-reversing, obfuscation, and protection techniques encountered during software analysis. Use this skill when analyzing malware evasion techniques, when implementing anti-debugging protections for CTF challenges, when reverse engineering packed binaries, or when building security research tools that need to detect virtualized environments.
  • Aapi-design-principlesMaster REST and GraphQL API design principles to build intuitive, scalable, and maintainable APIs that delight developers. Use when designing new APIs, reviewing API specifications, or establishing API design standards.
  • Aarchitecture-decision-recordsWrite and maintain Architecture Decision Records (ADRs) following best practices for technical decision documentation. Use when documenting significant technical decisions, reviewing past architectural choices, or establishing decision processes.
  • Aarchitecture-patternsImplement proven backend architecture patterns including Clean Architecture, Hexagonal Architecture, and Domain-Driven Design. Use this skill when designing clean architecture for a new microservice, when refactoring a monolith to use bounded contexts, when implementing hexagonal or onion architecture patterns, or when debugging dependency cycles between application layers.
  • Aasync-python-patternsMaster Python asyncio, concurrent programming, and async/await patterns for high-performance applications. Use when building async APIs, concurrent systems, or I/O-bound applications requiring non-blocking operations.
  • Aauth-implementation-patternsMaster authentication and authorization patterns including JWT, OAuth2, session management, and RBAC to build secure, scalable access control systems. Use when implementing auth systems, securing APIs, or debugging security issues.
  • Aavoid-ai-writingAudit and rewrite prose so it stops reading as machine-generated. Use this skill when asked to remove AI-isms, clean up AI writing, edit a draft for AI tells, audit a README, changelog, release note, PR description, or blog post for machine-sounding prose, or make text sound less like AI. Supports a detect-only mode, a rewrite mode, and an edit-in-place mode, with optional voice and context profiles.
  • Abazel-build-optimizationOptimize Bazel builds for large-scale monorepos. Use when configuring Bazel, implementing remote execution, or optimizing build performance for enterprise codebases.
  • Abefore-you-buildPre-build product and feature risk review for founders, product managers, and AI-assisted builders. Use this skill when the user is about to build a landing page, MVP, SaaS product, internal tool, agent workflow, or major feature and needs to check demand, positioning, monetization, retention, trust, distribution, and adoption risk before implementation starts.
  • Abilling-automationBuild automated billing systems for recurring payments, invoicing, subscription lifecycle, and dunning management. Use when implementing subscription billing, automating invoicing, or managing recurring payment systems.

All agent skills → · MCP servers