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Found 3 Skills
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.
Backtest crypto and traditional trading strategies against historical data. Calculates performance metrics (Sharpe, Sortino, max drawdown), generates equity curves, and optimizes strategy parameters. Use when user wants to test a trading strategy, validate signals, or compare approaches. Trigger with phrases like "backtest strategy", "test trading strategy", "historical performance", "simulate trades", "optimize parameters", or "validate signals".
Build trading systems in the style of Renaissance Technologies, the most successful quantitative hedge fund in history. Emphasizes statistical arbitrage, signal processing, and rigorous scientific methodology. Use when developing alpha research, signal extraction, or systematic trading strategies.