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execution-model

Model trade execution impact costs, slippage, and timing delays for backtests.

15|2|Updated May 1, 2026
Search Tags:#backtest#slippage#twap#vwap#impact cost#execution modeling
One-click install
npx skills add https://github.com/OpenSucker/OpenSucker --skill execution-model-opensucker
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: execution-model
Source: https://github.com/OpenSucker/OpenSucker/tree/main/skills/vibe_skills/execution-model
Command: npx skills add https://github.com/OpenSucker/OpenSucker --skill execution-model-opensucker

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, and includes scripts (resource) components.

What problem does it solve?

This Skill addresses the need for accurate trade execution assumptions in backtesting, including impact costs and slippage, to improve simulation realism.

Core Features & Use Cases

  • Slippage Modeling: Implements fixed, linear, and square-root impact formulas to simulate market impact during backtests.
  • Execution Algorithms: Supports VWAP and TWAP strategies to model order slicing and timing.
  • Real-World Scenario: Ideal for quant analysts testing trading strategies in historical markets with realistic transaction costs and delay assumptions.

Quick Start

Use the execution-model skill to simulate a VWAP execution with 5 basis points slippage on historical market data.

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 costs in a backtest?▼

Yes, you can simulate algorithmic execution strategies like VWAP and TWAP during backtesting. The skill models order slicing and timing to estimate impact costs and slippage across equity, crypto, and Forex markets.

What is the best way to improve backtest accuracy for quantitative strategies?▼

The best way to improve backtest accuracy is to incorporate realistic execution assumptions. Modeling impact costs, slippage, and timing delays prevents overestimating strategy performance in historical market simulations.

Do I need numpy and pandas to calculate execution modeling and impact costs?▼

Yes, you need numpy and pandas to calculate execution modeling and impact costs. These Python libraries handle the underlying data structures and mathematical computations required for slippage and timing delay formulas.

Can I apply square-root impact formulas for crypto and Forex market simulations?▼

Yes, you can apply square-root impact formulas for crypto and Forex market simulations. The execution modeling supports these asset classes to estimate realistic market impact and slippage for historical backtests.

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