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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

SKILL.md metadata excerpt. This is the source’s description, not an instruction to this site.

wshobson/agentsplugins/quantitative-trading/skills/backtesting-frameworks/SKILL.md

Before you use it

Input
Not independently summarized. Check the source’s scope and examples.
Expected output
Not independently summarized; do not assume a ready-to-use artifact.
Prerequisites
Review the source instructions, scripts, accounts and tools in your intended environment.

Installation guidance is not individually established for this example. Read the source and confirm its requirements.

Publisher documentation, static file observations and environment tests are different kinds of evidence. Runtime behavior has not been observed.

Study the method

Start with the task scope and instructions, then inspect supporting files and examples. Compare the workflow with your own inputs, constraints and intended result.

2 files in the observed scope; 0 in scripts/, 1 in references/, 0 in assets/.

The supporting file list has not been read for this source. Open the source directory to inspect it.

Zero files in scripts/ does not mean no execution, network access or file writes. Markdown and other folders may describe or contain executable behavior.

Source version and requirements

Observed
2026-09-12T07:19:05.509Z
Source commit
a30778f8c4e6b0a87567941b7cca4f534bf642b6
Content SHA-256
42342d1dc30596384fb31de81364dbc17c1084610b89b8ab945e26729a57d0bf
License
MIT
Author attribution
Repository owner: wshobson. Individual authorship is not independently established.
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Reference note and manual copy