adverse-selection-measurement-for-passive-orders SKILL.md skillA
adverse-selection-measurement-for-passive-orders 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/adverse-selection-measurement-for-passive-orders@v1.3.0Pins v1.3.0 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/adverse-selection-measurement-for-passive-orders/SKILL.md- Versions recorded
- 5
- Latest version
- v1.3.0, committed Sep 4, 2026
- First version recorded
- Aug 7, 2026
- Size
- 17,843 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when passive fills keep happening just before the market moves against you, measuring forward markouts in basis points against the prevailing mid at each horizon. Aggressive orders pay the spread instead and are measured elsewhere.
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 Invoke this skill to evaluate the execution quality of **passive / liquidity- providing** algorithms — market makers, passive limit strategies, and any resting-order logic. If your fills consistently happen right before the market moves against you (you buy, price drops; you sell, price rises), you are suffering **adverse selection**: informed flow is picking off your resting quotes, and you are writing a free option to the informed (Glosten & Milgrom, 1985). The skill produces a `MarkoutEngine` that computes, for each fill and each forward horizon, the basis-point price drift from the fill (or from the fill- time mid) to the future mid, then aggregates into a per-horizon markout curve with distribution statistics. A persistently negative curve = toxic flow. ## When NOT to Use - **Active / aggressing orders** (market orders, crossing sweeps). Adverse selection is a *passive* phenomenon — you were resting and got picked off. Active orders pay the spread up front; measure that with `execution-slippage- attribution-timing-vs-sizing` or `implementation-shortfall-minimization`. - **Latency-arbitrage diagnostics.** A sharp negative markout in the first …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/adverse-selection-measurement-for-passive-orders@sha256:5056ec158d289094The line at the top of this page pins the label v1.3.0, 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_btpfnptx5wlqk7cf)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Aug 7, 2026 and Sep 4, 2026, about one every 7 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.3.0 latest | 2026-09-04 | 48bcc05 | 17,843 B | A | view · diff |
| v1.3.0 | 2026-09-03 | 8527a51 | 17,842 B | A | view · diff |
| v1.3.0 | 2026-09-03 | eb7108c | 18,240 B | A | view · diff |
| v1.2.0 | 2026-08-13 | 097e217 | 12,455 B | A | view · diff |
| v1.1.0 | 2026-08-07 | 89d1436 | 2,215 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 (17843 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_btpfnptx5wlqk7cf GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/adverse-selection-measurement-for-passive-orders GET https://markdownregistry.com/api/v1/blob/5056ec158d289094242ea0b2a0c9ceed976a5afbc9ce9a60b74571bcec54965a
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.