Optimize
CheckedAnalyzes market data to suggest portfolio adjustments maximizing returns based on user-defined risk tolerance.
Install on your platform
Showing Claude Code. One command installs this skill into any of the agents below.
- 1
Run this in your project
terminal$ npx skills add marketcalls/vectorbt-backtesting-skills --skill optimize -a claude-code Uses the open-source
skillsCLI and needs Node.js. Add-gto install it for your user instead of this project.
What we know about this skill
Publisher
marketcalls
Taken from the source listing. We haven't verified who controls this account.
Install target
Live repository
Not pinned. Installing fetches whatever the repository holds at the time you run the command.
Automated safety checks
This skill passed all 6 checks. We read its files at one commit and looked for the things that make a skill dangerous to run — not for whether it works.
Declares what it does: passed
SKILL.md parses and declares a name and a description.
SKILL.md exists, its frontmatter parses, and it declares a name and a description.
No undeclared network calls: passed
Makes no network calls.
Every host the skill dials — from its scripts, its config endpoints or the commands it tells the agent to run — is either well-known package and API infrastructure or declared in its own frontmatter. Links in documentation are not counted.
No obfuscated payloads: passed
No encoded or obfuscated payloads.
No base64, hex or compressed blob is decoded and then executed, and no encoded shell commands.
No credential access: passed
Reads no keys, tokens, keychains or credential files.
Neither the code nor the SKILL.md instructions read SSH keys, cloud credentials, keychains, token stores, browser cookie databases or dotfiles that hold secrets.
No pipe-to-shell installers: passed
No pipe-to-shell or download-and-run installers.
No `curl … | sh` pattern, in the code or in the instructions, that runs code fetched at run time.
Pinned to a commit: passed
Scanned marketcalls/vectorbt-backtesting-skills at 05d9e8b12f.
The exact upstream commit SHA that was scanned is recorded, so the result refers to specific bytes.
- Commit
- 05d9e8b12f
- Manifest
- .claude/skills/optimize/SKILL.md
- Scanned
- 1 file, 64 lines
About this skill
What it does
This skill enables AI agents to optimize trading strategy parameters using VectorBT and backtesting techniques. It automatically generates Python scripts that test various parameter combinations for a given trading strategy, symbol, exchange, and interval. The skill leverages OpenAlgo for market data retrieval (or DuckDB as an alternative) and TA-Lib for indicator calculations, providing performance heatmaps and comparisons against benchmark indices like NIFTY.
When to use it
- You want to improve the performance of a VectorBT trading strategy by finding optimal parameter settings.
- You need to quickly evaluate different parameter combinations for a specific stock or index.
- You're looking for a way to compare your strategy’s performance against a market benchmark.
Key capabilities
- Automated Script Generation: Creates Python scripts for VectorBT backtesting optimization based on user input.
- Parameter Optimization: Tests parameter ranges (e.g., EMA periods) to maximize returns and Sharpe ratio.
- Data Integration: Loads market data from OpenAlgo or DuckDB.
- Indicator Calculation: Uses TA-Lib for standard indicators and
openalgo.tafor specialized ones like Supertrend and Donchian. - Performance Visualization: Generates Plotly heatmaps of total return and Sharpe ratio.
- Benchmark Comparison: Compares strategy performance against a NIFTY benchmark, providing plain-language results.
- Cost Awareness: Accounts for Indian delivery fees and futures lot sizes.
Example prompts
- "Optimize the 'ema-crossover' strategy for SBIN on NSE with a daily interval."
- "Create an optimization script for the 'rsi' strategy using RELIANCE on NFO, hourly data."
- "Generate a backtesting script to optimize a Donchian channel strategy for NIFTY."
Tips & gotchas
- Familiarity with VectorBT and Python is helpful. Refer to the
vectorbt-expertskill rules for reference patterns. - The skill relies on OpenAlgo or DuckDB for data; ensure you have appropriate configuration set up (e.g.,
.envfile). - TA-Lib must be installed for indicator calculations.