execution-algo-trading
CommunityExecute large orders with minimal market impact
Authormahmoud20138
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Institutional traders require predictable, cost-efficient execution for large orders to minimize market impact and slippage in volatile markets.
Core Features & Use Cases
- TWAP, VWAP, and implementation shortfall algorithms for disciplined order slicing.
- POV and Iceberg order support to control participation and display risk.
- Slippage analysis and TCA reporting for post-trade quality assessment, across assets such as FX, metals, and equities.
Quick Start
Configure an execution plan for a 100,000 unit buy of EURUSD over 4 hours using TWAP with a 20-slice schedule and simulated prices.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: execution-algo-trading Download link: https://github.com/mahmoud20138/Tradecraft/archive/main.zip#execution-algo-trading Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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