Lead-Lag Estimator
CommunityLeverage cross-exchange lead-lag signals
Software Engineering#backtesting#volatility#market-microstructure#arbitrage#lead-lag#estimator#quote-engine
Authortrudumb
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill surfaces and quantifies the lead-lag relationship between cross-exchange price feeds to improve timing and pricing decisions in a high-frequency context.
Core Features & Use Cases
- Cross-exchange lag estimation: learn the typical lead time from Binance BTC perpetual to Hyperliquid and adapt quotes accordingly.
- Regime-conditioned modeling: maintain separate estimators for Low/Medium/High volatility to preserve performance across regimes.
- Quote engine integration: adjust microprice, compute lead-lag skew, and improve adverse selection handling in live trading systems.
Quick Start
Initialize the Lead-Lag Estimator and feed real-time Binance and Hyperliquid prices to start estimating lag and beta.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 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: Lead-Lag Estimator Download link: https://github.com/trudumb/hyper_make/archive/main.zip#lead-lag-estimator Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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