trading-and-execution
CommunityPlan and optimize multi-asset execution strategies.
Authortmcga
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This skill analyzes and optimizes multi-asset trade executions to minimize market impact, execution costs, and slippage across equities, fixed income, FX, and commodities.
Core Features & Use Cases
- Market impact modeling: apply square-root and other models to estimate costs for block and basket trades.
- Algorithm selection: recommend VWAP, TWAP, IS, POV, liquidity-seeking strategies based on order characteristics.
- Venue routing & execution plan: optimize venue selection, order routing, and dark pool participation to balance speed and information leakage.
- Post-trade analytics: generate TCA reports decomposing cost into delay, impact, spread, and opportunity costs.
Quick Start
Request an end-to-end execution plan for a multi-asset order and I will return a full market-impact model, algorithm recommendation, routing plan, and post-trade TCA.
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: trading-and-execution Download link: https://github.com/tmcga/alpha-stack/archive/main.zip#trading-and-execution Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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