{
  "id": "workflow:algo-strategy-backtesting",
  "_kind": "Workflow",
  "_file": "workflows/workflows/workflows-algo-trading.yaml",
  "_cluster": "workflows",
  "attributes": {
    "displayName": "Algorithmic Strategy Backtesting",
    "workflowKind": "development",
    "triggerType": "on-demand",
    "typicalCadence": "per-strategy-iteration",
    "complexity": "complex",
    "description": "Executes historical backtesting of algorithmic trading strategies —\npreparing cleaned tick/bar data with survivorship-bias-free universes,\nrunning walk-forward optimization across in-sample/out-of-sample\nwindows, performing regime analysis to assess strategy behaviour across\nbull/bear/sideways markets, and applying overfitting checks including\ncombinatorial cross-validation and deflated Sharpe ratios. Produces\nbacktest performance reports with risk-adjusted metrics (Sharpe,\nSortino, max drawdown, Calmar) and statistical significance tests.\nExcludes live deployment and capital allocation decisions.\n"
  },
  "outgoingEdges": [
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "role:quantitative-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "role:research-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "role:trading-systems-engineer",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "skill-area:python-data-pipelines",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "skill-area:eval-driven-development",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "domain:algorithmic-trading",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "domain:quantitative-finance",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "responsibility:backtesting-validation",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "responsibility:model-validation",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "org-unit:quant-research",
      "kind": "performed_by_org_unit",
      "attributes": {}
    },
    {
      "from": "workflow:algo-strategy-backtesting",
      "to": "org-unit:trading-desk",
      "kind": "performed_by_org_unit",
      "attributes": {}
    }
  ],
  "incomingEdges": []
}