Skip to content
FunCoding

backtesting-frameworks

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.

Star
1,750
License
MIT
Last commit
Oct 1, 2026

skills/backtesting-frameworks/SKILL.md

View on GitHub

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.

Similar Skills

test-driven-development

OBobra/superpowers298k2,631 new stars in the last 7 days

migrate-to-shoehorn

MAmattpocock/skills288k10,178 new stars in the last 7 days

agent-runtime-gateway-smoke-test

AFaffaan-m/ECC278k4,046 new stars in the last 7 days

Featured

accessibility

Audit accessibility on Web, iOS, and Android to meet WCAG 2.2, with keyboard navigation and screen-reader support.

AFaffaan-m/ECC278k4,046 new stars in the last 7 days

ai-regression-testing

AFaffaan-m/ECC278k4,046 new stars in the last 7 days

Official

firecrawl-build-interact

FIfirecrawl/firecrawl191k2,010 new stars in the last 7 days