cold-start-handling-for-newly-listed-instruments SKILL.md skillA

cold-start-handling-for-newly-listed-instruments from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.

Install it, pinned
mdr add himanshuj16/algo-trading-skills/cold-start-handling-for-newly-listed-instruments@v2.0.0

Pins 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/cold-start-handling-for-newly-listed-instruments/SKILL.md
Versions recorded
5
Latest version
v2.0.0, committed Sep 3, 2026
First version recorded
Jul 30, 2026
Size
10,622 bytes
Repository stars
50
License
Apache-2.0

Use when an instrument has too little price history to estimate risk from, such as an IPO, spin-off or new token, and a rolling volatility window would return NaN or a meaningless number that then sizes a position.

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 when an instrument must be sized and risk-managed before it has enough
history to estimate from: a recent IPO or direct listing, a spin-off, a newly listed
token, a new futures contract month, or a symbol that has just re-listed. A 30-day
rolling volatility over 5 observations is not a small-sample estimate of volatility — for
i.i.d. normal returns the sample variance from `nu = n - 1` degrees of freedom has
relative variance `2 / nu`, so five days give a variance estimate with roughly 70%
relative standard error. Fed to a volatility-scaled or Kelly-style sizer, that noise
becomes leverage.

`ColdStartHandler` answers two questions that are deliberately kept apart:

1. **What volatility should I use?** The sample variance is blended toward a peer-group
   prior with the conjugate weight `w = nu / (nu + nu_0)`, applied to *variances*. `nu_0`
   ("prior strength") is the prior's weight in units of this instrument's own days.
2. **How much capital may it take?** A separate linear ramp, `min(1, n_obs / warmup)`,
   times your base allocation. This is a risk-appetite policy, not an estimator.

## When NOT to Use
…

Read the whole file at its exact version.

How to install

The exact contents, by fingerprint
mdr add himanshuj16/algo-trading-skills/cold-start-handling-for-newly-listed-instruments@sha256:f7b893318771755c

The 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.

Badge

mdr badge

[![mdr](https://markdownregistry.com/badge/art_iip7434phnmvyacz.svg)](https://markdownregistry.com/a/art_iip7434phnmvyacz)

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.

versioncommittedcommitsizeaudit
v2.0.0 latest2026-09-03 8527a51 10,622 BA view · diff
v2.0.02026-09-03 64e8b01 10,806 BA view · diff
v2.0.02026-08-22 3ed130d 10,889 BA view · diff
v1.0.02026-08-07 89d1436 3,168 BA view · diff
v1.0.02026-07-30 dfc60c7 3,166 BA view

Audit of the latest version

A  17 of 17 checks passed. Fixed automatic checks with no AI involved, so the same checks give the same answer every run.
  • pass: Frontmatter block present
  • pass: Frontmatter declares a name
  • pass: Frontmatter declares a description
  • pass: Size between 200 bytes and 200 KB (10622 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

GitHub

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_iip7434phnmvyacz
GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/cold-start-handling-for-newly-listed-instruments
GET https://markdownregistry.com/api/v1/blob/f7b893318771755c0d318c36b51c471dab484d85a2454fac117449c398304645

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.

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