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Found 2 Skills
Analyze stock liquidity using bid-ask spreads, volume profiles, order book depth, market impact estimates, and turnover ratios via Yahoo Finance data. Use this skill whenever the user asks about liquidity, trading costs, bid-ask spread, market depth, volume analysis, slippage, market impact, turnover ratio, or how easy/hard it is to trade a stock without moving the price. Triggers: "how liquid is AAPL", "bid-ask spread", "volume analysis", "order book depth", "market impact of a large order", "turnover ratio", "slippage estimate", "can I trade 100k shares without moving the price", "liquidity comparison", "spread analysis", "ADTV", "Amihud illiquidity", "dollar volume", "execution cost estimate", "liquidity score", penny stocks, small caps, or thinly traded securities.
Trade execution modelling framework (backtesting analysis only) via Longbridge — covers slippage models (linear / square-root market impact), VWAP/TWAP execution logic, market impact cost estimation (Kyle lambda), volume participation rate (POV) strategy. Helps quant traders build realistic execution assumptions in backtests. Triggers: "执行模型", "滑点模型", "VWAP执行", "TWAP执行", "市场冲击", "执行成本", "成交量参与率", "交易执行", "執行模型", "滑點模型", "VWAP執行", "TWAP執行", "市場冲擊", "執行成本", "交易執行", "execution model", "slippage model", "VWAP", "TWAP", "market impact", "execution cost", "volume participation rate", "Kyle lambda", "square root model", "POV strategy".