fx-microstructure

Community

Optimize FX trading workflows.

AuthorGhostOf0days
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill streamlines FX microstructure workflows, ensuring reproducible research, explicit controls, and deployable outputs for quantitative analysis.

Core Features & Use Cases

  • Execution Control: Define benchmarks, profile liquidity, and configure order routing with deterministic safeguards.
  • Performance Diagnostics: Analyze slippage, fill rates, latency, and execution costs under various market conditions.
  • Risk Management: Implement kill-switches and escalation paths for robust risk control.
  • Use Case: When analyzing cross-currency flow and session effects, use this skill to profile venue liquidity before routing orders and attribute slippage into its core components.

Quick Start

Run the fx microstructure diagnostics script with your input data file.

Dependency Matrix

Required Modules

None required

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: fx-microstructure
Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#fx-microstructure

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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