home/categories/finance-investment/hkuds-vibe-trading-agent-src-skills-market-microstructure-skill-md
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market-microstructure
Market microstructure: bid-ask spread analysis, order-flow toxicity metrics (VPIN / Kyle lambda), liquidity measures (Amihud / Roll), price-impact models, limit-order-book analysis, and China A-share call auction / block trade mechanics.
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HKUDS
Updated 4/9/2026
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quick start
Installation and usage
Market microstructure: bid-ask spread analysis, order-flow toxicity metrics (VPIN / Kyle lambda), liquidity measures (Amihud / Roll), price-impact models, limit-order-book analysis, and China A-share call auction / block trade mechanics.
Installation
$ install --globalskills.sh
Usage
Once installed, you can use this skill by running the following command in your terminal:
skills use market-microstructure