execution-cost-model-recalibration-cadence SKILL.md skillA
execution-cost-model-recalibration-cadence from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/execution-cost-model-recalibration-cadence@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/execution-cost-model-recalibration-cadence/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 12,017 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a pre-trade cost model feeds sizing or venue choice and you must know whether it still tracks reality; audits its error and systematic bias against realised shortfall and refits the spread and impact terms.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use
Use this skill in quantitative execution research, Transaction Cost Analysis (TCA), and portfolio construction where a pre-trade cost model feeds sizing, venue selection, or algo parameter choice. The audited model is the standard two-term decomposition
$$\text{IS}_{\text{pred}} = \eta \cdot \text{Spread}_{\text{bps}} + \gamma \cdot \sigma_{\text{bps}} \cdot \sqrt{\text{Qty} / \text{ADV}}$$
whose second term is the square-root impact law $I(Q) = Y \sigma \sqrt{Q/V}$ with $Y \sim 0.5\text{–}1.0$ (Tóth et al. 2011; Almgren et al. 2005). As market regimes shift — volatility spikes, tick-size regime changes, fee-schedule updates, venue mix changes — the fitted coefficients go stale, and the model develops tracking error ($\text{RMSE}$) and systematic bias ($\bar{\epsilon} \ne 0$) against realized IS. This module implements the **trigger arm** of a recalibration cadence: measure the drift, decide whether it warrants a refit, and produce refitted coefficients only when the sample can actually support them.
## When NOT to Use
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/execution-cost-model-recalibration-cadence@sha256:1345d3e02ad89723The line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_3fxa45lf7glb2le5)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 12,017 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 12,135 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 12,112 B | A | view · diff |
| v1.0.0 | 2026-07-30 | 8b73e90 | 3,871 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 638 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (12017 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_3fxa45lf7glb2le5 GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/execution-cost-model-recalibration-cadence GET https://markdownregistry.com/api/v1/blob/1345d3e02ad89723d342b528acb1882cb0b62fa5e7f114d50cd4712cff6577bc
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.