Rei-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 strateg...

install

source · Clone the upstream repo

git clone https://github.com/rootcastleco/rei-skills

Claude Code · Install into ~/.claude/skills/

T=$(mktemp -d) && git clone --depth=1 https://github.com/rootcastleco/rei-skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/backtesting-frameworks" ~/.claude/skills/rootcastleco-rei-skills-backtesting-frameworks && rm -rf "$T"

manifest: skills/backtesting-frameworks/SKILL.md

source 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

```
resources/implementation-playbook.md
```
for detailed patterns and examples.

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