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
์
๋ฐ์ดํธ๋จ 2026. 4. 9.
์คํ
888
ํฌํฌ
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.
์ค์น
$ install --globalskills.sh
์ฌ์ฉ๋ฒ
์ค์น ํ ํฐ๋ฏธ๋์์ ๋ค์ ๋ช ๋ น์ ์คํํ์ฌ ์ด ์คํฌ์ ์ฌ์ฉํ ์ ์์ต๋๋ค:
skills use market-microstructure