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
更新于 4/9/2026
星标
888
分支
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.
安装
$ install --globalskills.sh
使用
安装后，您可以通过在终端运行以下命令来使用此技能：
skills use market-microstructure