backtesting
Academic backtesting framework for quantitative research.
What this skill does for you
Academic backtesting framework for quantitative research. ~30 risk and performance ratios, 10 classes of indicators, event-driven engine with 6+ strategies, MPT optimizer, forward-looking simulation with Johnson SU + t-Copula, walk-forward CV, stress testing, fundamental analysis (Altman Z, Piotroski, DuPont). All flat Python + numpy.
Quoted from the skill description in the pinned sourceWho made it
Use it with Edge
Set up Edge for me: read getedge.cc/SKILL.md and follow it. Then use Edge to load the backtesting skill from gauss314/skills.
Paste it into Claude, ChatGPT, Codex or Cursor.
Or read the skill source first.
Security evidence
| Scanner | Date | Result | Findings |
|---|---|---|---|
| Edge static checks | 2026-09-27 | Pass | 0 |
| Cisco skill-scanner | 2026-09-27 | Pass | 0 |
| Semgrep Edge rules | 2026-09-27 | Pass | 0 |
Static scans check the code, not how well the skill works.
Scanner scope, raw findings and mirrored provider records
Edge static checks (Edge-run): edge-static/1.0.1. Scope: Static patterns for remote execution, credentials with network sends, obfuscation, prompt overrides, hidden Unicode, binaries and persistence. Revision: 5156f818420dc9098ac1071e26d34bb7294efe12. Raw findings: 1. Counted findings: .
Cisco skill-scanner (Edge-run): cisco-skill-scanner/2.1.0. Scope: Local static, YARA, pipeline and behavioral analyzers; no LLM or AI Defense analysis. Revision: 5156f818420dc9098ac1071e26d34bb7294efe12. Raw findings: . Counted findings: .
Semgrep Edge rules (Edge-run): semgrep/1.178.0+edge-rules.c15016a36fd3+offline-v1. Scope: Six Edge-authored static rules with Semgrep CE; offline execution and metrics disabled. Semgrep-maintained rules excluded. Revision: 5156f818420dc9098ac1071e26d34bb7294efe12. Raw findings: . Counted findings: .
Source and licence
- Repository
- https://github.com/gauss314/skills
- Pinned skill file
- View source at revision
- Revision
- 5156f818420dc9098ac1071e26d34bb7294efe12
- Package hash
- sha256:9ac034a9d7d0f8b3c5337cb5188d759d6e6f1a48aa81e5060edb5bcbfac54729
- Licence
- MIT