Backtest Daily/weekly Rebalanced Portfolios With Fees And Slippage

Agent-first backtesting engine that turns raw data into portfolio weights via a YAML-defined DAG of SQL/Python steps over DuckDB. Ships an MCP server so agents build, run, and inspect strategies; walk-forward backtests with fees, slippage, and in/out-of-sample splits.

MCP | Python · quant · backtesting