home/categories/finance-investment/hkuds-vibe-trading-agent-src-skills-market-microstructure-skill-md
finance-investmentbusiness
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.
maintainer
HKUDS
更新日 4/9/2026
スター
888
フォーク
177
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.
インストール
$ install --globalskills.sh
使い方
インストール後、ターミナルで以下のコマンドを実行してこのスキルを使用できます：
skills use market-microstructure