A failure-aware harness for reproducible quantitative-strategy research, with typed agent workflows and inspectable experiment memory.
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Updated
Oct 2, 2026 - Python
A failure-aware harness for reproducible quantitative-strategy research, with typed agent workflows and inspectable experiment memory.
Agentic coding skills for backtesting trading strategies using VectorBT. Supports Indian, US, and Crypto markets with realistic transaction cost modeling, TA-Lib indicators, QuantStats tearsheets, and 12 ready-made strategy templates.
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Everything you need to know for quantitative analysis using Python.
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