Performs ultra-fast portfolio backtesting and trading strategy analysis using the Polars library.
Polars Portfolio Backtester is a specialized Claude Code skill designed for quantitative analysts and traders who require high-performance strategy simulation. It leverages the polars-backtest library to handle large datasets with blazingly fast execution, supporting complex rebalancing logic, realistic transaction costs, and advanced risk management features like trailing stops and touched exits. By integrating this skill, Claude can help users build, refine, and analyze the performance of multi-asset portfolios with detailed trade logs and comprehensive financial metrics.
Key Features
012 GitHub stars
02Advanced trade logging with MAE/MFE metrics and pending signal tracking.
03Flexible rebalancing schedules and realistic transaction cost simulations.
04Blazingly fast backtesting on large datasets using Polars expressions.
05Detailed performance reporting with CAGR, Sharpe ratio, and drawdown analysis.
06Comprehensive risk management including stop-loss, take-profit, and trailing stops.
Use Cases
01Simulating trading costs and tax implications on high-frequency signals.
02Evaluating the historical performance of multi-stock portfolio strategies.
03Optimizing risk parameters like trailing stops based on historical intraday volatility.
