himanshuj16/algo-trading-skills · skills/backtesting-ml-models-against-transaction-costs/SKILL.md

backtesting-ml-models-against-transaction-costs skillA

backtesting-ml-models-against-transaction-costs is agent-read markdown (skill) from himanshuj16/algo-trading-skills: Use when an ML model flips its prediction on nearly every bar and its Sharpe depends on that turnover; applies per-turnover cost charges and confidence thresholding before the strategy is judged. Order-level cost attribution is transaction-cost-analysis-tca-integration..

Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.

How to install

Latest version
mdr add himanshuj16/algo-trading-skills/backtesting-ml-models-against-transaction-costs@v1.1.0
Exact content
mdr add himanshuj16/algo-trading-skills/backtesting-ml-models-against-transaction-costs@sha256:ff73dd70968989a4

Pin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.

Badge

mdr badge

[![mdr](https://markdownregistry.com/badge/art_wcdxwbkhrocvmn2u.svg)](https://markdownregistry.com/a/art_wcdxwbkhrocvmn2u)

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Versions

versioncommittedcommitsizeaudit
v1.1.0 latest2026-09-03 8527a51 7,102 BA view · diff
v1.1.02026-08-13 097e217 7,056 BA view · diff
v1.0.02026-08-07 89d1436 2,967 BA view · diff
v1.02026-07-30 dfc60c7 2,965 BA view · diff
v1.02026-07-25 777afdb 2,975 BA view

Audit of the latest version

A  17 of 17 checks passed. Deterministic, no model, same answer every run.

Source

GitHub

himanshuj16/algo-trading-skills · 2 stars · license Apache-2.0 · pushed 2026-09-05 · branch main

API

GET https://markdownregistry.com/api/v1/artifacts/art_wcdxwbkhrocvmn2u
GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/backtesting-ml-models-against-transaction-costs
GET https://markdownregistry.com/api/v1/blob/ff73dd70968989a438513525e2875e55a91cd248ed16e663dedb4e1b0d0edad7