Design backtests that evaluate trading strategies against historical data. Account for trading costs, avoid using future information or excluding delisted securities, and compare strategies using separate development and evaluation periods.
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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.
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Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.
| Bias | Description | Mitigation |
|---|---|---|
| Look-ahead | Using future information | Point-in-time data |
| Survivorship | Only testing on survivors | Use delisted securities |
| Overfitting | Curve-fitting to history | Out-of-sample testing |
| Selection | Cherry-picking strategies | Pre-registration |
| Transaction | Ignoring trading costs | Realistic cost models |
Historical Data
│
▼
┌─────────────────────────────────────────┐
│ Training Set │
│ (Strategy Development & Optimization) │
└─────────────────────────────────────────┘
│
▼
┌─────────────────────────────────────────┐
│ Validation Set │
│ (Parameter Selection, No Peeking) │
└─────────────────────────────────────────┘
│
▼
┌─────────────────────────────────────────┐
│ Test Set │
│ (Final Performance Evaluation) │
└─────────────────────────────────────────┘
Window 1: [Train──────][Test]
Window 2: [Train──────][Test]
Window 3: [Train──────][Test]
Window 4: [Train──────][Test]
─────▶ Time
Detailed sections (starting with ## Implementation Patterns) live in references/details.md. Read that file when the navigation summary above is insufficient.
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Build and review interfaces against WCAG 2.2 accessibility guidelines. Covers keyboard navigation, screen readers that read interface content aloud, accessible forms, mobile support, and display preferences, helping identify and fix barriers to using a website or app.
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Review AI-generated code for problems hidden behind successful runs. Check failure handling, resource cleanup, unusual inputs, nonexistent dependencies, and departures from project conventions to identify missing safeguards before merging or accepting the work as complete.
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Build Apache Airflow workflows for data pipelines and scheduled jobs. The skill guides task dependencies, retries, waiting for conditions, testing, and deployment, with patterns for tasks that can be safely rerun.
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Plan and carry out an AngularJS to Angular migration, from choosing a rewrite strategy to converting components, services, and routes. Includes a hybrid approach that runs both frameworks together while individual features are migrated.
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Identify software protections that hinder inspection, such as debugger detection and obfuscation that makes code harder to understand. Support authorized binary analysis and CTF security challenges with protection findings, bypass strategies, reports, and analysis scripts.
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Design and review REST and GraphQL APIs with consistent naming, data structures, error responses, pagination for large result sets, and versioning strategies. Helps teams define shared standards and plan changes that existing clients can adopt gradually.
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