4esv/bbq — reverse-engineered prompt
Reverse engineered prompt
Build me a small quant finance toolkit in BQN called bbq. I want to be able to drop CSV price files with Date, Open, High, Low, Close, Volume into a data folder and run example strategies with a simple make command, starting with a moving average crossover that prints a clean performance report against buy and hold.
Please include the core pieces shown in the README, common indicators, signal composition, backtesting, walk forward validation, options pricing with Black Scholes style calculations and Greeks, Monte Carlo path simulation, rolling analytics, risk controls, execution realism like slippage and stops, anti overfitting checks, and simple multi asset portfolio and universe tools.
Add a few example scripts and a solid test suite so it feels usable right away. Keep the code lightweight and readable for someone learning BQN, and make sure the basic workflow is easy to run from the Makefile. If anything is unclear, look up the current BQN and CBQN docs online and wire it up in the most sensible way.
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