Adverse Selection Classifier
CommunityPredict toxic trades to adjust spreads.
Data & Analytics#real-time#risk-management#machine-learning#market-making#adverse-selection#trade-classification#informed-trades
Authortrudumb
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Adverse Selection Classifier helps market makers anticipate informed trades that can erode profits by dynamically adjusting spreads and kappa.
Core Features & Use Cases
- Labeling strategy and feature engineering to classify trades (Informed, Noise, Liquidation, Arbitrage)
- Real-time adjustment of spreads and kappa based on inferred toxicity
- Liquidation detector to identify cascading events and respond quickly
Quick Start
Train the classifier on labeled historical trades and integrate Adverse Selection Adjuster into the quote engine to adjust spreads and kappa in real time.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: Adverse Selection Classifier Download link: https://github.com/trudumb/hyper_make/archive/main.zip#adverse-selection-classifier Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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