ml4t-cost-model skillA
ml4t-cost-model is agent-read markdown (skill) from ml4t/skills: Commission, slippage, and market-impact cost models for realistic strategy simulation. Use when backtesting to ensure P&L accounts for transaction costs..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# Backtest Cost Model
Once a strategy passes the feasibility screen, the backtest engine still needs explicit cost settings. If commission, slippage, and impact are left at optimistic defaults, the simulation is still fiction.
## The Problem
Most mistakes at this stage are implementation mistakes: missing volume in the feed, flat slippage for every asset, or no participation cap on large orders. The result is a backtest that claims to include costs while still materially understating them.
## The Pattern
### WRONG
```python
import numpy as np
# Zero-cost backtest - fiction
positions = compute_positions(signals)
gross_returns = positions * asset_returns
sharpe = gross_returns.mean() / gross_returns.std() * np.sqrt(252) # overstated
```
### CORRECT
```python
import numpy as np
def net_returns_with_costs(
weights: np.ndarray, # target weight per BAR for ONE asset, not shares
asset_returns: np.ndarray,
prices: np.ndarray,
adv_shares: np.ndarray, # average daily volume in shares, per bar
daily_vol: np.ndarray, # daily return volatility, per bar
nav: float,
commission_bps: float = 1.0,
spread_bps: float = 5.0,
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-cost-model@git:20260901.297789fmdr add ml4t/skills/ml4t-cost-model@sha256:6fe10bce1b17e7f1Pin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_q4rk3mzizma5fjjq)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.297789f latest | 2026-09-01 | 297789f | 5,197 B | A | view · diff |
| git:20260901.cf90cdd | 2026-09-01 | cf90cdd | 5,034 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,739 B | A | view · diff |
| git:20260901.2005df0 | 2026-09-01 | 2005df0 | 4,747 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,761 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 (5197 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
ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_q4rk3mzizma5fjjq GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-cost-model GET https://markdownregistry.com/api/v1/blob/6fe10bce1b17e7f1b1a551aab0eea63a3e13042718ac43a0cce9fbaa532b129c
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