backtesting-frameworks

Quick Review

Excellent backtesting skill with comprehensive, production-ready implementations. Provides four distinct patterns (event-driven, vectorized, walk-forward, Monte Carlo) with complete working code that handles critical biases and edge cases. The description clearly articulates when to use the skill, and the content delivers deep domain knowledge including proper train/test/validation splits, transaction costs, slippage modeling, and robust performance metrics. Structure is logical with clear progression from concepts to patterns to best practices. The skill is highly novel—building bias-free backtesting infrastructure with walk-forward optimization and Monte Carlo analysis would require significant token expenditure and specialized knowledge from a CLI agent alone. Minor room for improvement: could add a quick-start example at the top and perhaps reference additional files for extensions (though current single-file approach works well given scope). Overall, this is a high-quality, immediately actionable skill that meaningfully reduces complexity for financial strategy validation.