cyberneticlibrary

Build and backtest trading models

quant-analystskillsetup L340,053
sickn33/antigravity-awesome-skills
What it does

Build financial models and backtest trading strategies

Best for

When backtesting trading strategies with proper risk metrics and out-of-sample validation.

Inputs
  • · market_data
  • · strategy_parameters
Outputs
  • · backtest_results
  • · performance_metrics
Requires
  • · pandas
  • · numpy
  • · scipy
Preconditions
  • · Market data available
  • · Strategy logic defined
Failure modes
  • · Data quality issues
  • · Overfitting on historical data
Trust signals
  • · Transaction costs and slippage modeled
  • · Out-of-sample testing protocol