liquidity-impact-estimator
CommunityAssess 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 requiredComponents
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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