finance-investmentbusiness
execution-model
Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.
maintainer
HKUDS
Updated 4/9/2026
Stars
888
Forks
177
quick start
Installation and usage
Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.
Installation
$ install --globalskills.sh
Usage
Once installed, you can use this skill by running the following command in your terminal:
skills use execution-model