etf-structure-liquidity
CommunityETF liquidity and dislocations
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill addresses the complexities of ETF structure liquidity, focusing on issues like primary-secondary dislocations, basket liquidity, and creation-redemption frictions. It enables quantitative researchers and developers to execute workflows with reproducible research, explicit controls, and deployable outputs.
Core Features & Use Cases
- Quantitative Research: Develop and test hypotheses related to ETF liquidity.
- Implementation Controls: Build leak-safe features and align targets to executable decision times.
- Risk Management: Estimate signal edge, turnover impact, capacity limits, and stress performance across various market regimes.
- Production Controls: Ensure net performance remains robust after full trading costs before promotion.
Quick Start
Run the etf structure liquidity diagnostics script with your input data.
Dependency Matrix
Required Modules
None requiredComponents
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: etf-structure-liquidity Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#etf-structure-liquidity Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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