market-transparency-offhours
CommunityAnalyze off-hours market transparency.
Data & Analytics#liquidity#market microstructure#execution quality#market transparency#off-hours trading#reporting lag
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill addresses the challenge of understanding and managing market transparency during off-hours trading sessions, focusing on the differences between lit and off-exchange venues and diagnosing reporting delays.
Core Features & Use Cases
- Off-Hours Analysis: Evaluate execution quality and liquidity behavior outside regular trading hours.
- Transparency Diagnostics: Measure and control key transparency metrics like spread, depth, and slippage.
- Reporting Lag Monitoring: Identify and diagnose delays in trade reporting.
- Use Case: Use this Skill to assess if your trading strategies maintain execution quality during pre-market and post-market hours, ensuring compliance with market structure governance.
Quick Start
Run the market transparency offhours diagnostics script on the input data file.
Dependency Matrix
Required Modules
pandas
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: market-transparency-offhours Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#market-transparency-offhours Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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