execution-algo-twap-vwap-slicing SKILL.md skillA
execution-algo-twap-vwap-slicing 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-twap-vwap-slicing@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-twap-vwap-slicing/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 13,691 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a parent order is large relative to typical volume and must track a schedule benchmark, splitting it into lot-aligned child orders across a time window or a volume profile with partial-fill catch-up.
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 when a parent order is large enough relative to the instrument's typical volume that sending it as one market or aggressive limit order would move the price against the strategy, and the goal is to track a **schedule-based benchmark**: TWAP (an even distribution across a fixed time window) or VWAP (a distribution matching the market's own volume curve). The `execution-realistic-simulation` skill *models* that impact cost in backtests. This skill *reduces* it live, by slicing the parent order into child orders and holding an explicit accounting invariant across their lifecycle. ## When NOT to Use - **When the alpha decays faster than the execution window.** A TWAP/VWAP schedule deliberately trades slowly and therefore carries maximum timing risk: if the signal is right, the price moves away while the schedule is still working, and the opportunity cost on the unfilled remainder swamps the impact saving. Use `implementation-shortfall-minimization` or `implementation-shortfall-minimization` instead. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/execution-algo-twap-vwap-slicing@sha256:06f7dd5052b9d579The 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_ppethfvpmxxaqyrp)
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 | 13,691 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 13,823 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 13,774 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 6,697 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 6,695 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 (13691 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_ppethfvpmxxaqyrp GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/execution-algo-twap-vwap-slicing GET https://markdownregistry.com/api/v1/blob/06f7dd5052b9d57924a846d1b3b523b6ded56fec3c9113c57594f78655d1a348
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.