execution-slippage-attribution-timing-vs-sizing SKILL.md skillA
execution-slippage-attribution-timing-vs-sizing 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-slippage-attribution-timing-vs-sizing@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-slippage-attribution-timing-vs-sizing/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 11,766 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when an order cost money and you need to know which half of the stack to fix, splitting the executed leg of implementation shortfall into decision-to-arrival timing cost and arrival-to-completion impact.
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
Use this skill in post-trade Transaction Cost Analysis (TCA) and algorithmic execution reviews, when you already know an order cost money and need to know **which half of the execution stack to fix**: the path between the PM's decision and the order reaching the venue, or the algorithm's behaviour once it was working the order.
It splits the executed leg of Implementation Shortfall into two additive components, both expressed as cost-signed basis points of the decision price $P_{\text{decision}}$ (positive = money lost, for buys *and* sells):
- **Timing / delay slippage** — what the price did between decision and arrival, before the algorithm had any influence.
- **Sizing / market-impact slippage** — what the price did between arrival and the final fill, while the order was being worked.
## When NOT to Use
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/execution-slippage-attribution-timing-vs-sizing@sha256:8179d38b4daa03ccThe 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_sf3ln6fg7be3f5wh)
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 | 11,766 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 11,912 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 11,889 B | A | view · diff |
| v1.0.0 | 2026-07-30 | 8b73e90 | 3,886 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 585 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 (11766 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_sf3ln6fg7be3f5wh GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/execution-slippage-attribution-timing-vs-sizing GET https://markdownregistry.com/api/v1/blob/8179d38b4daa03ccfd00e9768d8a26b991b247dd0cf7a6a25c2e7ed0537030be
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.