dma-strategy-design
CommunityDesign DMA trading strategies.
Software Engineering#liquidity#quantitative research#dma#slippage#trading systems#strategy design#production controls
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill streamlines the design and implementation of Direct Market Access (DMA) trading strategies, ensuring reproducible research, robust controls, and deployable outputs for production trading systems.
Core Features & Use Cases
- Strategy Design: Define execution benchmarks, liquidity profiling, and order logic.
- Diagnostics & Controls: Implement required diagnostics for slippage, fill rates, and latency, along with risk controls like participation limits and kill switches.
- Use Case: When developing a new DMA strategy for a specific venue, use this Skill to profile venue liquidity, configure deterministic order routing, and ensure stable execution quality before deployment.
Quick Start
Run the dma strategy design diagnostics script with your input data.
Dependency Matrix
Required Modules
pandas
Components
scriptsreferences
💻 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: dma-strategy-design Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#dma-strategy-design Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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