quantstats

Agentic coding skills for backtesting trading strategies using VectorBT. Supports Indian, US, and Crypto markets with realistic transaction cost modeling, TA-Lib indicators, QuantStats tearsheets, and 12 ready-made strategy templates.

Enhanced drop-in replacement for QuantStats — portfolio analytics for quants

回测验证。in 策略定义 → out 胜率/盈亏比/最大回撤

A starter template for building trading agents with Chapaty. Includes LLM-friendly workflows, automated QuantStats tearsheets, and parallel backtesting configurations.

A robust backtesting engine using CatBoost and Walk-Forward Validation. Capable of diagnosing strategy risks, as demonstrated by the evaluation of volatility-weighted momentum models. This model has been stripped of proprietary trading strategies.

Development of an algorithmic trading strategy using backtesting and quantstats-lumi

Quantitative trading framework with momentum and mean-reversion strategies, walk-forward backtesting, risk analytics, and an interactive Plotly Dash dashboard. Built with Backtrader, yfinance, and SQLite caching. Live demo on Render

Provide comprehensive backtesting skills for trading strategies across Indian, US, and crypto markets using VectorBT and AI coding agents.