backtesting-frameworks
Event-driven and vectorized backtesting frameworks for trading strategy validation and performance analysis.
Install
npx skills add https://github.com/wshobson/agents --skill backtesting-frameworksStats
| Total installs | 5,514 |
| Weekly installs | 5.5K |
| GitHub stars | 32.4K |
| First seen | Jan 20, 2026 |
| Source | @wshobson/agents |
Summary
- Event-driven and vectorized backtester implementations with realistic transaction cost modeling, slippage, and commission handling
- Walk-forward optimization and Monte Carlo simulation for strategy robustness testing across multiple time windows
- Comprehensive performance metrics including Sharpe, Sortino, Calmar ratios, drawdown analysis, and win-rate calculations
- Point-in-time data handling, out-of-sample validation, and parameter grid search to prevent curve-fitting and selection bias
Tags
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FAQ
- How many installs does backtesting-frameworks have?
- backtesting-frameworks has 5,514 total installs and 5.5K installs this week.
- Where is backtesting-frameworks hosted?
- backtesting-frameworks is published by @wshobson/agents at https://github.com/wshobson/agents.
- How many GitHub stars does backtesting-frameworks have?
- backtesting-frameworks has 32.4K GitHub stars.
- When was backtesting-frameworks first indexed?
- OrangeBot.AI first indexed backtesting-frameworks on Jan 20, 2026.
- How do I install backtesting-frameworks?
- Run: npx skills add https://github.com/wshobson/agents --skill backtesting-frameworks