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Quote Engine Integration

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Orchestrate model components to generate quotes.

Software Engineering#risk-management#market-data#hmm#model-integration#lead-lag#quote-generation
Authortrudumb
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Wire together all model components into a coherent quote generation pipeline, enabling end-to-end quote production from market data.

Core Features & Use Cases

  • Architecture covers Market Data Feeds through to the Quote Engine and Measurement Layer, including model blocks such as OnlineHMMFilter, RegimeConditionedLeadLag, Hawkes intensity, and Adverse Selection Adjuster.
  • Provides a deterministic generate_quotes() pipeline with 11 steps to compute kappa, gamma, and final quotes, plus logging for calibration and testing.
  • Use Case: Build live trading quotes, add a new component, or debug a multi-model pipeline across live or replay data.

Quick Start

Initialize the QuoteEngine and feed it MarketData per tick to produce a QuoteSet.

Dependency Matrix

Required Modules

None required

Components

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: Quote Engine Integration
Download link: https://github.com/trudumb/hyper_make/archive/main.zip#quote-engine-integration

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