Download for MacApple silicon, macOS 14+
Skill

backtesting-frameworks

@wshobson Updated 2026-07-22

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.

agent-skillsagentic-aiagentsai-agentsanthropicautomationclaude-codeclaude-code-plugins

Install

With your agent

Install OMGSkills skill "wshobson/agents:backtesting-frameworks" into this agent's normal skills directory: call the OMGSkills MCP get_install_plan tool for your agent and run the script it returns (it installs only the pinned commit and verifies SKILL.md), and stop if MCP or the pin is unavailable. Do not overwrite or change existing skills without asking me.

Manual command

git clone https://github.com/wshobson/agents /tmp/agents && ln -s /tmp/agents/plugins/quantitative-trading/skills/backtesting-frameworks ~/.claude/skills/backtesting-frameworks

From README

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 Backtesting Biases | Bias | Description | Mitigation | | ---------------- | ------------------------- | ----------------------- | | Look-ahead | Using future information | Point-in-time data | | Survivorship | Only testing on survivors | Use delisted securities | | Overfitting | Curve-fitting to history | Out-of-sample testing | | Selection | Cherry-picking strategies | Pre-registration | | Transaction | Ignoring trading costs | Realistic cost models | Proper Backtest Structure Walk-Forward Analysis Detailed worked examples and patterns Detailed sections (starting with ## Implementation...