open-outcry-hybrid-price-discovery
CommunityPrice discovery diagnostics for hybrid markets.
Finance & Accounting#risk management#auction theory#financial markets#market mechanisms#price discovery#trading analytics
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill analyzes and monitors market price formation across various trading mechanisms, including open outcry, auctions, and hybrid electronic systems, identifying inefficiencies and risks.
Core Features & Use Cases
- Mechanism Analysis: Compares price discovery quality across different trading states (opening auction, continuous matching, closing auction).
- Diagnostic Tools: Measures price efficiency, slippage, and volatility under stress conditions.
- Use Case: Use this Skill to assess how well a new hybrid trading mechanism is performing compared to traditional open outcry, specifically looking for any dislocations during the transition periods.
Quick Start
Run the open outcry hybrid price discovery diagnostics script on input.csv to generate diagnostics.json.
Dependency Matrix
Required Modules
pandasargparsejson
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: open-outcry-hybrid-price-discovery Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#open-outcry-hybrid-price-discovery Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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