Agent skill

Quant Backtest

by joemccann in joemccann/market-data-warehouse

Institutional-grade Python backtesting framework builder for Codex.

No licenceAuto-check passedBusiness, Finance & HR

Install Quant Backtest

skills CLI
$ npx skills add joemccann/market-data-warehouse --skill quant-backtest -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install joemccann/market-data-warehouse quant-backtest --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/joemccann/market-data-warehouse.git skills-src && mkdir -p .claude/skills && cp -r skills-src/.codex/skills/quant-backtest .claude/skills/quant-backtest && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
quant-backtest
GitHub stars
183
Token cost
~2.1k tokens
SKILL.md length
870 words
Files
2
Skills in repo
1
Repo updated
First seen
Licence
None found

At a glance

Institutional-grade Python backtesting framework builder for Codex.

  • Works in 5 steps: Inspect the repo or task shape → Map the work to this module layout → Build or update the core modules → …
  • The user mentions backtesting
  • SKILL.md covers Purpose, Inputs to Gather, Operating Principles and Execution Plan, plus 5 more sections
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Quant Backtest is an agent skill from joemccann/market-data-warehouse. Institutional-grade Python backtesting framework builder for Codex. Use this skill whenever the user mentions backtesting, quant strategy, alpha model, trading system, signal engine, portfolio backtest, walk-forward optimization, strategy performance, Sharpe ratio calculation, look-ahead bias, transaction cost modeling, or building any systematic trading infrastructure. Also trigger on mentions of vectorized signals, position sizing, mark-to-market, risk metrics (VaR, Sortino, Calmar), regime filters, or factor…

Its SKILL.md is about 2.1k tokens, which your agent loads only when the skill is triggered. The skill folder holds 2 other files (for example `agents/openai.yaml`).

It sits in Business, Finance & HR, covering Trading and backtesting. It works with Python. The repository describes itself as: A local-first financial data warehouse for universe-scale market data.

When your agent uses it

  • The user mentions backtesting
  • Portfolio backtest
  • Walk-forward optimization
  • Strategy performance

Example prompts

  • “backtest this idea”
  • “test my trading strategy”
  • “/quant-backtest”

Requirements

  • Python 3

Workflow steps

5 steps, taken from the step headings in SKILL.md.

  1. Inspect the repo or task shape
  2. Map the work to this module layout
  3. Build or update the core modules
  4. Validate correctness
  5. Deliver useful outputs

What it can do on your machine

Read from SKILL.md and the folder at commit c9c792f. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md (its code samples are python).

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Quant Backtest loads about 2.1k tokens when it runs. Until then it costs about 157 tokens; SKILL.md has 870 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~157
When it runs · the whole SKILL.md, loaded when a task matches
~2.1k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

Without a licence we can't republish the file, so here is its outline and opening line. It has 870 words (~2,062 tokens).

“Build modular, institutional-grade Python backtesting systems. Keep the architecture strategy-agnostic and enforce rigorous data handling, transaction cost modeling, and performance attribution.”

— opening of SKILL.md by joemccann
name
quant-backtest

Read the full SKILL.md on GitHub

Files

SKILL.md and 1 other file in .codex/skills/quant-backtest of joemccann/market-data-warehouse.

  • SKILL.md
  • agents/openai.yaml

Open the folder on GitHubat commit c9c792f

Compare with similar skills

Quant Backtest next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Quant Backtest compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Quant Backtest this skilljoemccann/market-data-warehouse183—~2.1kAutomated safety check: PassNone
Tushare Datazillionare/zillionare3192 repos~2.3kAutomated safety check: PassNone
Kalshi Traderyanfrigo/kalshi-ai-trading-bot612—~3.4kAutomated safety check: PassMIT
Polymarket Tennislivetennisapi/livetennisapi-mcp152—~3kAutomated safety check: PassMIT
Openscriptmarketcalls/openalgo2.8k—~2.3kAutomated safety check: NotesAGPL-3.0
Qmt Inner Backtestdfkai/xtquantai164—~1.8kAutomated safety check: PassMIT

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Works with

Questions about Quant Backtest

What does Quant Backtest do?

Institutional-grade Python backtesting framework builder for Codex. Quant Backtest is an agent skill from joemccann/market-data-warehouse. Institutional-grade Python backtesting framework builder for Codex.

When should I use Quant Backtest?

Quant Backtest fits situations like: the user mentions backtesting; portfolio backtest; walk-forward optimization; strategy performance.

How do I install Quant Backtest in Claude Code?

Run `npx skills add joemccann/market-data-warehouse --skill quant-backtest -a claude-code`. Or copy the skill folder (.codex/skills/quant-backtest in joemccann/market-data-warehouse) into .claude/skills/quant-backtest in your project. Claude Code loads it when a task matches its description.

How do I install Quant Backtest in Codex?

Run `npx skills add joemccann/market-data-warehouse --skill quant-backtest -a codex`. Or copy the skill folder (.codex/skills/quant-backtest in joemccann/market-data-warehouse) into .agents/skills/quant-backtest in your project. Codex loads it when a task matches its description.

Can I use Quant Backtest in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add joemccann/market-data-warehouse --skill quant-backtest -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/quant-backtest, .gemini/skills/quant-backtest, .github/skills/quant-backtest and .opencode/skills/quant-backtest in your project.

What does Quant Backtest need to run?

SKILL.md names no scripts, command-line tools or credentials: Quant Backtest is instructions for the agent only. Our summary lists: Python 3.

Does Quant Backtest access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Quant Backtest safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Quant Backtest use?

No licence was found for Quant Backtest or its repository. Without one, default copyright applies: ask the author before reusing or redistributing it.

How many tokens does Quant Backtest use?

About 2.1k tokens (SKILL.md is roughly 8.2k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Quant Backtest?

Skills that share tags, products or a category with Quant Backtest: Tushare Data (zillionare/zillionare, 319 stars), Kalshi Trade (ryanfrigo/kalshi-ai-trading-bot, 612 stars), Polymarket Tennis (livetennisapi/livetennisapi-mcp, 152 stars) and Openscript (marketcalls/openalgo, 2.8k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Quant Backtest?

joemccann (a GitHub user) maintains it in joemccann/market-data-warehouse, which has 183 GitHub stars. The repository was last updated on March 30, 2026.

Source: joemccann/market-data-warehouse on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.