cross-margining-across-asset-classes SKILL.md skillA
cross-margining-across-asset-classes 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/cross-margining-across-asset-classes@v1.1.0Pins v1.1.0 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/cross-margining-across-asset-classes/SKILL.md- Versions recorded
- 5
- Latest version
- v1.1.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 8,024 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when correlated positions sit at different clearing houses and you want to estimate the initial-margin offset and capital efficiency an approved cross-margining arrangement would give. Not the clearing house's own number.
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 multi-asset trading firms, market makers, and treasury desks holding correlated positions across different clearing houses or asset classes (e.g. S&P 500 futures `ES` at CME vs. S&P 500 options `SPX` at OCC vs. ETF `SPY`; or Treasury futures `ZN` at CME vs. cash Treasuries cleared at FICC/GSD). Calculating standalone margin for each asset class in isolation traps idle collateral. This module estimates the cross-margin offset, quantifies the dollar margin saving, and reports the capital efficiency gain, with an audit trail of which offsets were applied.
The aggregation used is the ISDA SIMM cross-risk-class shape, $\sqrt{\sum_r IM_r^2 + \sum_{r \neq s} \psi_{rs} IM_r IM_s}$, applied across asset classes rather than SIMM risk classes.
## When NOT to Use
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/cross-margining-across-asset-classes@sha256:719258bb35ba1c2eThe line at the top of this page pins the label v1.1.0, 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_yzfgkfu5apeuahny)
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 | |
|---|---|---|---|---|---|
| v1.1.0 latest | 2026-09-03 | 8527a51 | 8,024 B | A | view · diff |
| v1.1.0 | 2026-09-03 | 64e8b01 | 8,085 B | A | view · diff |
| v1.1.0 | 2026-08-23 | b680e6a | 8,152 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,255 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,253 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 (8024 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_yzfgkfu5apeuahny GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/cross-margining-across-asset-classes GET https://markdownregistry.com/api/v1/blob/719258bb35ba1c2e7e5fbee4723df86d69a0a23a559111e2a9caccf12fa7892a
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.