algo-parameter-defaults-by-instrument-liquidity-tier SKILL.md skillA

algo-parameter-defaults-by-instrument-liquidity-tier 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/algo-parameter-defaults-by-instrument-liquidity-tier@v1.3.0

Pins v1.3.0 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/algo-parameter-defaults-by-instrument-liquidity-tier/SKILL.md
Versions recorded
5
Latest version
v1.3.0, committed Sep 3, 2026
First version recorded
Jul 30, 2026
Size
8,554 bytes
Repository stars
50
License
Apache-2.0

Use when initialising VWAP, TWAP or implementation shortfall execution with instrument-specific starting constraints, classifying a validated average daily volume observation into a liquidity tier and returning a versioned profile.

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 when initializing VWAP, TWAP, or Implementation Shortfall execution with instrument-specific starting constraints. The manager classifies a validated Average Daily Volume (ADV) observation into `HIGH`, `MEDIUM`, or `LOW` and returns an immutable, versioned `ExecutionProfile`.

The profiles are defaults and caps for a downstream execution system. They are not a live liquidity model, best-execution decision, venue permission, or substitute for pre-trade risk controls.

## When NOT to Use

- Do not classify an instrument from stale, mixed-unit, split-affected, or unverified ADV data.
- Do not use ADV alone to authorize spread crossing, market orders, participation, or urgency; current spread, depth, volatility, order size, venue state, and risk limits are required.
- Do not use static tiers for intraday liquidity migration, news events, auctions, halts, or flash volatility without a separate market-state overlay.
- Do not treat the illustrative 5%/10%/20% defaults as regulatory, venue, or universal institutional limits.
…

Read the whole file at its exact version.

How to install

The exact contents, by fingerprint
mdr add himanshuj16/algo-trading-skills/algo-parameter-defaults-by-instrument-liquidity-tier@sha256:1968c7c44a71856b

The line at the top of this page pins the label v1.3.0, 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_tvijkjgjzmps4b2m.svg)](https://markdownregistry.com/a/art_tvijkjgjzmps4b2m)

1 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
v1.3.0 latest2026-09-03 8527a51 8,554 BA view · diff
v1.3.02026-09-03 eb7108c 8,534 BA view · diff
v1.2.02026-08-13 097e217 5,190 BA view · diff
v1.1.02026-08-07 89d1436 2,210 BA view · diff
v1.1.02026-07-30 dfc60c7 2,208 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 (8554 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_tvijkjgjzmps4b2m
GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/algo-parameter-defaults-by-instrument-liquidity-tier
GET https://markdownregistry.com/api/v1/blob/1968c7c44a71856bb100e9123e9761cd2135bc102235eede94e4791de1e1d917

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.

More from himanshuj16/algo-trading-skills

algo-trading-skills Cursor rule
himanshuj16/algo-trading-skills · .cursor/rules/algo-trading-skills.mdc · Automatically discover and load algorithmic trading skills from the library in skills/
git:20260903.8527a51 · audit A · 50 stars
AGENTS.md AGENTS.md file
himanshuj16/algo-trading-skills · AGENTS.md
git:20260903.327fc0d · audit A · 50 stars
CLAUDE.md CLAUDE.md file
himanshuj16/algo-trading-skills · CLAUDE.md
git:20260907.26c257b · audit A · 50 stars
llms-full.txt llms.txt file
himanshuj16/algo-trading-skills · llms-full.txt
git:20260903.327fc0d · audit A · 50 stars
llms.txt llms.txt file
himanshuj16/algo-trading-skills · llms.txt
git:20260903.8527a51 · audit A · 50 stars
adaptive-batch-size-tuning-under-load SKILL.md skill
himanshuj16/algo-trading-skills · skills/adaptive-batch-size-tuning-under-load/SKILL.md · Use when writing high-volume ticks or order logs into TimescaleDB, ClickHouse or Kafka and one static batch size either…
v2.0.0 · audit A · 50 stars
adaptive-execution-under-volatility-spikes SKILL.md skill
himanshuj16/algo-trading-skills · skills/adaptive-execution-under-volatility-spikes/SKILL.md · Use before each child-order decision in a TWAP, VWAP or POV schedule when a volatility spike should bound…
v1.2.0 · audit A · 50 stars
adaptive-sampling-under-extreme-tick-rates SKILL.md skill
himanshuj16/algo-trading-skills · skills/adaptive-sampling-under-extreme-tick-rates/SKILL.md · Use when a trade-tick stream exceeds a consumer's measured processing ceiling and you must emit 1:N samples that still…
v1.2.0 · audit A · 50 stars
adjusted-vs-unadjusted-price-series-pitfalls SKILL.md skill
himanshuj16/algo-trading-skills · skills/adjusted-vs-unadjusted-price-series-pitfalls/SKILL.md · Use before loading historical OHLCV into a backtest, to declare and verify the adjustment mode; separates raw…
v1.3.0 · audit A · 50 stars
adversarial-robustness-of-trading-signals SKILL.md skill
himanshuj16/algo-trading-skills · skills/adversarial-robustness-of-trading-signals/SKILL.md · Use before promoting an ML trading signal, to measure how often epsilon-bounded feature perturbations flip its output…
v1.3.0 · audit A · 50 stars
adverse-selection-measurement-for-passive-orders SKILL.md skill
himanshuj16/algo-trading-skills · skills/adverse-selection-measurement-for-passive-orders/SKILL.md · Use when passive fills keep happening just before the market moves against you, measuring forward markouts in basis…
v1.3.0 · audit A · 50 stars
air-gapped-signing-workflow-for-cold-storage SKILL.md skill
himanshuj16/algo-trading-skills · skills/air-gapped-signing-workflow-for-cold-storage/SKILL.md · Use when moving crypto out of cold storage and the signing key must never touch an internet-connected machine; models…
v2.0.0 · audit A · 50 stars

Every file in himanshuj16/algo-trading-skills

Browse by kind, by grade A, or by owner.