interdealer-dealer-client-markets
CommunityOptimize interdealer & D2C market workflows.
Finance & Accounting#trading#market microstructure#quote quality#execution analytics#venue segmentation#dealer-client markets
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill addresses the complexity of analyzing and optimizing trading workflows across interdealer and dealer-to-client markets, focusing on quote quality, execution performance, and market microstructure.
Core Features & Use Cases
- Quote Quality Analysis: Evaluate quote spread, response latency, and hit ratios.
- Market Structure Comparison: Differentiate behavior between interdealer and dealer-to-client channels.
- Execution Stress Testing: Simulate market stress events to assess resilience.
- Production Monitoring: Implement controls for stable and within-limits metrics.
- Use Case: When investigating a sudden drop in trading performance on a specific venue, use this Skill to diagnose quote quality degradation and response time issues.
Quick Start
Run the interdealer dealer client markets diagnostics script with input.csv and output diagnostics.json.
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: interdealer-dealer-client-markets Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#interdealer-dealer-client-markets Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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