execution-algo-parameter-optimization-via-backtest SKILL.md skillA
execution-algo-parameter-optimization-via-backtest 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-algo-parameter-optimization-via-backtest@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-algo-parameter-optimization-via-backtest/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 11,929 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when picking concrete values for the parameters an execution algorithm exposes, such as participation ceiling, Almgren-Chriss risk aversion and peg offset, by grid search over historical intraday paths scored on implementation shortfall.
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 in pre-deployment execution research, when a desk must pick concrete values for the parameters an execution algorithm exposes — the participation ceiling $\alpha_{\max}$, the Almgren-Chriss risk aversion $\lambda$ that sets how front-loaded the schedule is, and the peg offset in ticks — and wants those values chosen against replayed historical order flow rather than by convention. Each candidate $\theta_i = (\alpha_{\max}, \lambda, \text{peg})$ is replayed over every historical parent order's actual intraday price and volume path, and scored on Implementation Shortfall measured against the arrival price, *including* the opportunity cost of any quantity the schedule failed to complete.
## When NOT to Use
- **As a substitute for calibrating your own impact model.** The optimizer prices impact with the Almgren, Thum, Hauptmann & Li (2005) coefficients, fitted to Citigroup US large-cap desk flow in 2001-2003 with an $R^2$ under one percent. They estimate the *expectation* of cost; individual orders scatter enormously around it. Recalibrate against your own realized TCA first — see `execution-cost-model-recalibration-cadence`.
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/execution-algo-parameter-optimization-via-backtest@sha256:3f085e7015286a34The 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_odbkwlwpkejd7sgk)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 25, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 11,929 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 11,945 B | A | view · diff |
| v1.0.0 | 2026-07-30 | 8b73e90 | 3,532 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 662 B | A | view · diff |
| v1.0.0 | 2026-07-25 | 56f2617 | 668 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 (11929 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_odbkwlwpkejd7sgk GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/execution-algo-parameter-optimization-via-backtest GET https://markdownregistry.com/api/v1/blob/3f085e7015286a34e6c0aa892899cbfb3fa2600e06b7ae66bc463a05f3cadbad
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.