Development Skill
Angular Migration
Migrate from AngularJS to Angular using hybrid mode, incremental component rewriting, and…
$15
Backtesting Frameworks
Build robust backtesting systems for trading strategies with proper handling of look-ahead…
A production-grade toolkit for building trading strategy backtests that avoid the biases that quietly destroy real-world results: look-ahead, survivorship, overfitting, and ignored transaction costs. It ships ready-to-adapt Python patterns for event-driven and vectorized backtesters, walk-forward optimization, and Monte Carlo robustness analysis, so a strategy that looks profitable on paper is stress-tested before any capital is risked.
$15 one-time
Add to a kit → Prices include 20% VAT. · Forged on real agency work · one-time, no lock-in
- Type Skill
- Category Development
- Delivery Email · instant
- License One-time
Inside the run · no black box
See the actual work before you buy it.
A backtest's first job is to distrust its own profit curve. Bias controls and realistic trading costs go in before any strategy gets judged:
- Data hygiene first: point-in-time data only, so each simulated bar sees nothing from its future; delisted and bankrupt tickers stay in the universe against survivorship bias; raw OHLCV with splits and dividends handled as separate events.
- Signals are shifted one bar before being applied, and every trade carries realistic costs: bid-ask spread, fixed plus proportional commission, volume-dependent slippage, and simulated latency for high-frequency strategies.
- Picks the engine to match the strategy: the fast vectorized backtester for simple signal strategies, the event-driven Order, Fill and Portfolio engine when execution detail and position accounting matter.
- Validates with walk-forward instead of one split: 5-10 sliding windows, parameters optimized only inside each train window via grid search, performance reported only from the test windows; a spike in a single window is read as overfitting.
- Segments results by market regime (bull, bear, sideways, high and low volatility) with a separate Sharpe per regime; a strategy profitable in only one regime gets flagged instead of shipped.
- Closes with Monte Carlo: the trade list is reshuffled 1,000 to 10,000 times, the 5th-percentile max drawdown becomes the realistic worst case, and the full metric set (Sharpe, Sortino, Calmar, win rate, profit factor) goes into the report.
One power source. 6 lines out.
backtesting-frameworks · core
core active · 6 lines
- ✓ developing and validating
Developing and validating trading strategies before going live
- ✓ building reusable backte…
Building reusable backtesting infrastructure
- ✓ walk-forward optimizatio…
Walk-forward optimization to fight overfitting
- ✓ monte carlo simulation of
Monte Carlo simulation of drawdowns and loss probability
- ✓ modeling realistic trans…
Modeling realistic transaction costs, slippage, and commission
- ✓ comparing strategy alter…
Comparing strategy alternatives across market regimes
Yours to keep.
Drag time forward. Watch what stays.
Forever
That's what owning means.
The rented stack
ai writing tool: subscription
expired · access lostanalytics suite: subscription
expired · access lostdesign platform: subscription
expired · access lost(nothing left)
Your forge
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Catches the four classic biases that make backtests lie before they cost you money
license: perpetual -
Enforces point-in-time data and signal shifting so future information never leaks into past decisions
license: perpetual -
Quantifies real risk with Monte Carlo confidence intervals instead of a single optimistic equity curve
license: perpetual -
Separates fast vectorized prototyping from rigorous event-driven validation
license: perpetual
subscriptions expire · deeds don't
Everything in the box.
Pick a piece up. Watch it work.
Event-driven backtester with Order/Fill/Position/Portfolio classes and a pluggable execution model
6 parts · one working system · ships instantly by email
This wasn't forged for everyone.
- Not for you if you'd rather rent a tool than own one.
- Not for you if you want someone else to run your stack.
- Not for you if you're happy guessing.
Quant developers and algorithmic traders who need backtests that survive contact with real markets, not curve-fitted illusions.
then this was forged for you.Works with
Universal by design: these run in any AI. Delivered in the open Agent Skills + MCP format (native in Claude); ChatGPT, Gemini, Cursor and Copilot adapt the same files their own way.
- Claude Native format
- ChatGPT Adapts via open standards
- Gemini Adapts via open standards
- Cursor Adapts via open standards
- Copilot Adapts via open standards
Catch what's on your mind.
the air is clear. nothing between you and the forge.
catch a spark: the forge will answer
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Does it come with market data or lock me into a specific broker?
No, it ships event-driven and vectorized backtester patterns you adapt to your own data source. You bring the price feed and execution layer; the skill handles the structure and the bias traps.
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My backtests pass and still lose money live. Why would this be different?
Because it targets the exact reasons backtests lie: look-ahead, survivorship, overfitting, and unpriced transaction costs. It won't promise profit, but it strips out the false confidence so a passing result means more than it used to.
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Will it find a profitable strategy for me?
No: it validates a strategy you already have, it doesn't generate alpha or place live orders. Walk-forward optimization here fights overfitting on your idea; the idea still has to be yours.
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How is it delivered?
By email right after purchase: ready to run, downloaded instantly, no setup wait.
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One-time or subscription?
A one-time purchase; no subscription or hidden fees. VAT (20%) is included.
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Can I get a refund?
As a digital product, it can’t be refunded once downloaded. That’s why we show exactly what’s inside and who it’s for, right here.