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
업데이트됨 4/9/2026
스타
888
포크
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.
설치
$ install --globalskills.sh
사용법
설치 후 터미널에서 다음 명령을 실행하여 이 스킬을 사용할 수 있습니다:
skills use market-microstructure