liquidity-impact-estimator

Community

Assess liquidity and execution impact for trades.

Authoryuping322
Version1.0.0
Installs0

System Documentation

What problem does it solve?

The liquidity-impact-estimator assesses liquidity, turnover, and potential market impact to determine feasible trade sizes and execution plans for stocks or portfolios.

Core Features & Use Cases

  • Provides a structured framework to estimate order size relative to ADV and a simplified impact proxy for risk assessment.
  • Guides traders and risk managers on when to split orders, set limits, or adjust pacing based on data-driven insights.
  • Applicable to single-name and portfolio-level analyses across multiple markets (China, HK, US) using the repository's data-queries workflow.

Quick Start

Run the liquidity-impact-estimator workflow using the repository's data-queries tools to generate a structured liquidity report.

Dependency Matrix

Required Modules

None required

Components

references

💻 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: liquidity-impact-estimator
Download link: https://github.com/yuping322/finskills/archive/main.zip#liquidity-impact-estimator

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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