execution-model

Name: execution-model
Availability: InStock
Author: daddyelonmusk69

Model trade execution costs for equity and crypto backtests.

Updated Apr 12, 2026

Search Tags:#execution #backtesting #slippage #twap #vwap #market-impact

Ready to run

npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill execution-model-daddyelonmusk69

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: execution-model
Source: https://github.com/DaddyElonMusk69/motis-agent/tree/main/skills/finance/execution-model
Command: npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill execution-model-daddyelonmusk69

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Backtests often ignore execution costs, leading to overly optimistic performance estimates. This skill provides realistic slippage, market‑impact, and transaction‑cost models to make backtest results more credible.

Core Features & Use Cases

Slippage models: fixed, linear, and square‑root impact calculations.
Execution algorithms: VWAP and TWAP simulation logic.
Transaction‑cost breakdown: commissions, stamp duties, and implicit costs by market.
Use case: Apply these models when evaluating equity or crypto strategies to assess how execution assumptions affect returns.

Quick Start

Ask the execution‑model skill to estimate slippage and cost for a given trade size and market.

Frequently Asked Questions about execution-model

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

How do I model slippage and market impact for more realistic backtesting?▼

To model slippage and market impact for realistic backtesting, apply fixed, linear, or square-root impact calculations to estimate transaction costs and execution friction across equity and crypto strategies.

Why do my backtesting results look overly optimistic compared to live trading?▼

Backtesting results appear overly optimistic when execution costs are ignored. Applying realistic slippage, market impact, and transaction cost models like square-root impact reveals the true performance of equity and crypto strategies.

Can I simulate VWAP and TWAP execution algorithms in a backtest?▼

Yes, you can simulate VWAP and TWAP execution algorithms in a backtest by applying configurable parameters to model how slicing orders affects market impact and slippage over the execution horizon.

Does this execution model support both equity and crypto transaction cost estimation?▼

Yes, the execution model supports both equity and crypto markets, breaking down transaction costs including commissions, stamp duties, and implicit costs to assess execution assumptions across different asset classes.

What is the difference between fixed slippage and square-root market impact models?▼

Fixed slippage applies a constant cost to every trade, while square-root market impact models calculate slippage dynamically based on trade size relative to volume, providing more accurate estimates for larger orders.