global-macro-systematic
CommunitySystematic global macro workflows.
Finance & Accounting#quantitative research#algorithmic trading#systematic trading#production controls#global macro#execution workflow
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill streamlines the execution of global macro systematic workflows, ensuring reproducible research, explicit controls, and deployable outputs for production trading systems.
Core Features & Use Cases
- Workflow Definition: Define execution benchmarks, urgency, and participation limits.
- Venue Profiling: Analyze venue liquidity, queue dynamics, and spread behavior before routing orders.
- Order Configuration: Configure order instructions and routing logic with deterministic safeguards.
- Slippage Attribution: Break down slippage into impact, timing, and opportunity components.
- Deployment Controls: Ensure stable execution quality through stressed market windows before deployment.
- Diagnostics: Run systematic diagnostics to assess execution quality and risk.
- Use Case: When implementing a new global macro strategy, use this Skill to define its execution parameters, profile the target venues, and run diagnostics to ensure it meets quality and risk control standards before going live.
Quick Start
Run the global macro systematic diagnostics script with your input data.
Dependency Matrix
Required Modules
pandasargparse
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: global-macro-systematic Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#global-macro-systematic Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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