backtesting-alt-data-strategies-with-realistic-availability-lag SKILL.md skillA
backtesting-alt-data-strategies-with-realistic-availability-lag from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/backtesting-alt-data-strategies-with-realistic-availability-lag@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/backtesting-alt-data-strategies-with-realistic-availability-lag/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 8,759 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when backtesting an alternative data strategy, to key every observation on its publication date rather than its event date, because the gap between the two is where impossible backtest results come from.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Alternative data (e.g., foot traffic, weather, credit card data) is almost never available on the day the event occurs. There is a processing, aggregation, and publication delay. Backtesting using the `event_date` instead of the `publication_date` creates massive Lookahead Bias, resulting in impossible simulated returns. Invoke this skill to wrap alternative datasets in a Point-in-Time (PIT) lag enforcer before feeding them to the backtest engine. The two axes follow the SQL:2011 vocabulary this repository uses in `backtest-database-schema-for-point-in-time-queries`: **valid time** is `event_date` (when the event happened), **knowledge time** is the effective publication date (when the row became usable). A backtest may only read rows whose knowledge time has already passed. ## When NOT to Use - **Not a licensing or compliance control.** Enforcing a lag says nothing about whether you are permitted to trade on the dataset. Material non-public information, vendor contract restrictions, and consent provenance are separate questions — see `insider-trading-controls-for-alternative-data-usage` and `alternative-data-vendor-due-diligence-checklist`. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/backtesting-alt-data-strategies-with-realistic-availability-lag@sha256:cbb3e37fcdfed7bdThe line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_fh4gdqfqs5ixz27g)
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Versions
The registry has recorded 5 versions of this file, between Jul 25, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 8,759 B | A | view · diff |
| v2.0.0 | 2026-08-13 | 097e217 | 8,843 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 2,791 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 2,789 B | A | view · diff |
| v1.0 | 2026-07-25 | 777afdb | 2,799 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (8759 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_fh4gdqfqs5ixz27g GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/backtesting-alt-data-strategies-with-realistic-availability-lag GET https://markdownregistry.com/api/v1/blob/cbb3e37fcdfed7bdd0eadfe419980826e47fbc5b0c564ddd16d273af7634ca7a
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.