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hidden-liquidity-execution-probability

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Optimize hidden liquidity execution.

Finance & Accounting#order routing#hidden liquidity#execution probability#dark pools#adverse selection#trading algorithms
AuthorGhostOf0days
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill addresses the challenge of efficiently and safely utilizing hidden liquidity in trading by providing tools to estimate execution probability and manage routing risks.

Core Features & Use Cases

  • Execution Probability Estimation: Quantify the likelihood of fills in dark and non-displayed venues.
  • Toxicity-Aware Routing: Route orders with confidence, considering adverse selection risk and fallback options.
  • Use Case: When deciding whether to seek hidden liquidity or route across different venues, this Skill helps by providing data-driven insights into fill likelihood and associated risks.

Quick Start

Run the diagnostics script for hidden liquidity execution probability using the provided input CSV 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: hidden-liquidity-execution-probability
Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#hidden-liquidity-execution-probability

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