Antigravity-skills 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.
install
source · Clone the upstream repo
git clone https://github.com/rmyndharis/antigravity-skills
Claude Code · Install into ~/.claude/skills/
T=$(mktemp -d) && git clone --depth=1 https://github.com/rmyndharis/antigravity-skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/backtesting-frameworks" ~/.claude/skills/rmyndharis-antigravity-skills-backtesting-frameworks && rm -rf "$T"
manifest:
skills/backtesting-frameworks/SKILL.mdsource content
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
for detailed patterns and examples.resources/implementation-playbook.md