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 attribution. If the user says "backtest this idea" or "test my trading strategy", use this skill.