himanshuj16/algo-trading-skills

himanshuj16/algo-trading-skills · .cursor/rules/algo-trading-skills.mdc · Automatically discover and load algorithmic trading skills from the library in skills/

himanshuj16/algo-trading-skills · AGENTS.md

himanshuj16/algo-trading-skills · CLAUDE.md

himanshuj16/algo-trading-skills · llms-full.txt

himanshuj16/algo-trading-skills · llms.txt

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…

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…

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…

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…

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…

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…

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…

himanshuj16/algo-trading-skills · skills/algo-parameter-defaults-by-instrument-liquidity-tier/SKILL.md · Use when initialising VWAP, TWAP or implementation shortfall execution with instrument-specific starting constraints…

himanshuj16/algo-trading-skills · skills/algo-trading-disclosure-to-exchange-membership/SKILL.md · Use when an order is generated or parameterised by an algorithm and the venue or regulator requires algorithm…

himanshuj16/algo-trading-skills · skills/algo-wheel-broker-execution-quality-comparison/SKILL.md · Use when comparing brokers on an algo wheel from captured arrival prices and fills, ranking them by notional-weighted…

himanshuj16/algo-trading-skills · skills/algorithmic-trading-firm-licensing-thresholds/SKILL.md · Use when auditing whether a proprietary trading firm has crossed a quantitative registration trigger: the 17 CFR…

himanshuj16/algo-trading-skills · skills/alpaca-paper-live-key-separation/SKILL.md · Use when a bot connects to the Alpaca Trading API and must never cross paper keys with the live endpoint; pins the base…

himanshuj16/algo-trading-skills · skills/alternative-data-feature-integration/SKILL.md · Use when turning an alternative data source into model features and the event date differs from the date your fund…

himanshuj16/algo-trading-skills · skills/alternative-data-vendor-due-diligence-checklist/SKILL.md · Use when onboarding an alternative data vendor, triaging legal rights, material non-public information exposure…

himanshuj16/algo-trading-skills · skills/american-vs-european-style-option-exercise-handling/SKILL.md · Use when a book holds long American-style options and today's question is exercise now or sell, comparing intrinsic…

himanshuj16/algo-trading-skills · skills/annual-compliance-attestation-workflow/SKILL.md · Use when running the annual compliance readiness gate before a US chief executive and chief compliance officer sign…

himanshuj16/algo-trading-skills · skills/api-key-least-privilege-audit-tool/SKILL.md · Use before deploying a live bot, to audit existing broker API keys for scopes they do not need. Flags withdrawal…

himanshuj16/algo-trading-skills · skills/app-download-and-usage-data-for-consumer-companies/SKILL.md · Use when turning mobile app engagement panels such as downloads and active users into a fundamental signal for consumer…

himanshuj16/algo-trading-skills · skills/asic-market-integrity-rules-automated-trading/SKILL.md · Use when building the Automated Order Processing gate an Australian market participant must place in front of every…

himanshuj16/algo-trading-skills · skills/auction-only-order-types-for-illiquid-names/SKILL.md · Use when a large block in an illiquid equity would walk the book during continuous trading, and limit-on-close or…

himanshuj16/algo-trading-skills · skills/audit-logging-for-configuration-changes/SKILL.md · Use when a change to a trading parameter or risk-control setting must leave evidence of who changed what, from which…

himanshuj16/algo-trading-skills · skills/australia-asic-drt-obligations/SKILL.md · Use when a Reporting Entity under the ASIC Derivative Transaction Rules 2024 must validate an OTC derivative report…

himanshuj16/algo-trading-skills · skills/australian-securities-exchange-asx-api/SKILL.md · Use when building direct market access to the Australian Securities Exchange over FIX 5.0 SP2, OUCH or ITCH; covers ASX…

himanshuj16/algo-trading-skills · skills/automated-rollback-triggers-on-anomaly-detection/SKILL.md · Use immediately after deploying a trading algorithm, to watch post-deployment health metrics and roll back…

himanshuj16/algo-trading-skills · skills/automated-tax-lot-reporting-pipeline/SKILL.md · Use when turning raw execution records into capital-gains reports at scale, matching sells against an open-lot ledger…

himanshuj16/algo-trading-skills · skills/b3-brazil-exchange-api-integration/SKILL.md · Use when configuring B3 PUMA Trading System connectivity and choosing between the legacy FIX/FAST stack and Binary SBE…

himanshuj16/algo-trading-skills · skills/backpressure-drop-degrade-policy/SKILL.md · Use when a bounded tick buffer sits at capacity for sustained periods and you must choose a drop, sample or degrade…

himanshuj16/algo-trading-skills · skills/backtest-audit-trail-for-regulatory-review/SKILL.md · Use when a backtest result needs a durable record of exactly what produced it: git commit SHA, per-file data checksums…

himanshuj16/algo-trading-skills · skills/backtest-database-schema-for-point-in-time-queries/SKILL.md · Use when designing the storage layer for backtest data, so as-of queries are native: two independent time axes let a…

himanshuj16/algo-trading-skills · skills/backtest-determinism-and-reproducibility/SKILL.md · Use when identical backtest code and data produce different P&L or Sharpe across runs, making optimisation…

himanshuj16/algo-trading-skills · skills/backtest-infrastructure-cost-budgeting/SKILL.md · Use before launching a large grid search or tick-level sweep, to forecast cloud compute and storage spend with spot…

himanshuj16/algo-trading-skills · skills/backtest-look-ahead-in-universe-selection/SKILL.md · Use when the backtest picks its universe by a rule such as top 50 by market cap or current index membership; audits…

himanshuj16/algo-trading-skills · skills/backtest-outlier-and-bad-tick-filtering/SKILL.md · Use when ingesting raw tick or bar files that contain fat-finger prints, test messages, zero prices and out-of-sequence…

himanshuj16/algo-trading-skills · skills/backtest-parameter-sensitivity-analysis/SKILL.md · Use after optimising strategy parameters, to perturb them across a grid and measure how fast Sharpe decays; separates a…

himanshuj16/algo-trading-skills · skills/backtest-reporting-standardized-tearsheet/SKILL.md · Use at the end of a backtest run to produce one standard performance sheet (Sharpe, Sortino, Calmar, max drawdown, hit…

himanshuj16/algo-trading-skills · skills/backtest-vs-live-performance-divergence-tracking/SKILL.md · Use after promoting a strategy to live trading, to measure and decompose the gap between backtested and realised…

himanshuj16/algo-trading-skills · skills/backtesting-alt-data-strategies-with-realistic-availability-lag/SKILL.md · Use when backtesting an alternative data strategy, to key every observation on its publication date rather than its…

himanshuj16/algo-trading-skills · skills/backtesting-ml-models-against-transaction-costs/SKILL.md · Use when an ML model flips its prediction on nearly every bar and its Sharpe depends on that turnover; applies…

himanshuj16/algo-trading-skills · skills/benchmark-relative-performance-attribution/SKILL.md · Use when a strategy must be judged against a benchmark index rather than on raw return: alpha, beta, tracking error…

himanshuj16/algo-trading-skills · skills/benchmark-selection-for-strategy-evaluation/SKILL.md · Use when choosing which index to evaluate a strategy against, before any attribution runs; screens candidate benchmarks…

himanshuj16/algo-trading-skills · skills/best-execution-record-keeping-global/SKILL.md · Use when execution quality must be screened against a benchmark and every screening decision retained as tamper-evident…

himanshuj16/algo-trading-skills · skills/binance-futures-testnet-to-mainnet-promotion/SKILL.md · Use when a Binance Futures strategy moves from testnet to mainnet, where the same code pointed at a different host…

himanshuj16/algo-trading-skills · skills/binary-options-regulatory-and-risk-considerations/SKILL.md · Use before researching or deploying a strategy in binary options or fixed-return event contracts, where the first…

himanshuj16/algo-trading-skills · skills/binary-protocol-parsing-for-low-latency-feeds/SKILL.md · Use when decoding fixed-layout binary market data by byte offset (NASDAQ ITCH, CME MDP 3.0 SBE, Eurex T7 EMDI): frame…

himanshuj16/algo-trading-skills · skills/black-swan-playbook-for-halted-markets/SKILL.md · Use when a venue disseminates a LULD pause or market-wide circuit breaker on a symbol you hold; covers order lockdown…

himanshuj16/algo-trading-skills · skills/blue-green-deployment-for-live-strategy-updates/SKILL.md · Use when a strategy that is currently routing orders and holding positions must be replaced without waiting for a…

himanshuj16/algo-trading-skills · skills/borsa-istanbul-api-integration/SKILL.md · Use when routing orders to Borsa Istanbul BISTECH over FIX 5.0 SP2 and the order lifecycle must be modelled correctly…

himanshuj16/algo-trading-skills · skills/broker-account-margin-call-handling/SKILL.md · Use when a bot trades a Reg T, portfolio or futures margin account and must act before the broker liquidates: tiered…

himanshuj16/algo-trading-skills · skills/broker-agnostic-adapter-interface/SKILL.md · Use when strategy code must run across several brokers and should not import kiteconnect, alpaca-py or ibapi directly…

himanshuj16/algo-trading-skills · skills/broker-api-changelog-diffing-tool/SKILL.md · Use before upgrading a broker SDK or OpenAPI spec, to diff two schema snapshots for removed endpoints, newly required…

himanshuj16/algo-trading-skills · skills/broker-api-deprecation-notice-monitoring/SKILL.md · Use when a long-running bot calls REST endpoints a broker may retire; parses RFC 8594 Sunset and RFC 9745 Deprecation…

himanshuj16/algo-trading-skills · skills/broker-api-idempotent-cancel-requests/SKILL.md · Use when cancelling live orders over an unreliable network. De-duplicates cancel retries and separates a cancel the…

himanshuj16/algo-trading-skills · skills/broker-api-versioning-migration-playbook/SKILL.md · Use when moving live order flow from one broker API version to the next: shadow reads, deterministic per-order canary…

himanshuj16/algo-trading-skills · skills/broker-failover-secondary-account-routing/SKILL.md · Use when order flow must continue on a backup broker account after the primary degrades. Classifies which failures are…

himanshuj16/algo-trading-skills · skills/broker-margin-interest-accrual-tracking/SKILL.md · Use when computing net P&L for a leveraged or short book: tiered blended margin-loan rates, short borrow fees on…

himanshuj16/algo-trading-skills · skills/broker-order-type-capability-matrix/SKILL.md · Use when one strategy runs across brokers with different native order types (bracket, OCO, trailing stop, iceberg, peg…

himanshuj16/algo-trading-skills · skills/broker-side-order-throttle-detection/SKILL.md · Use when a venue queues excess order messages instead of rejecting them, so congestion shows up only as acknowledgement…

himanshuj16/algo-trading-skills · skills/broker-status-page-monitoring-integration/SKILL.md · Use when an order or feed failure raises the on-call question of whether the broker is down or your code is. Polls…

himanshuj16/algo-trading-skills · skills/bursa-malaysia-api-integration/SKILL.md · Use when routing orders to Bursa Malaysia BTS2 through Bursa Direct Access over FIXT.1.1 and FIX 5.0 SP1; enforces the…

himanshuj16/algo-trading-skills · skills/bybit-derivatives-api-integration/SKILL.md · Use when signing Bybit V5 REST requests by hand rather than through the pybit SDK: HMAC-SHA256 over the exact bytes…

himanshuj16/algo-trading-skills · skills/calendar-spread-and-multi-leg-order-atomicity/SKILL.md · Use when executing a multi-leg strategy on a venue with no native combination instrument, managing legging risk when…

himanshuj16/algo-trading-skills · skills/canada-iiroc-electronic-trading-rules/SKILL.md · Use when routing orders to Canadian marketplaces such as TSX, TSX Venture, Cboe Canada or an ATS, where NI 23-103…

himanshuj16/algo-trading-skills · skills/canary-releases-for-strategy-code-changes/SKILL.md · Use when new or materially changed strategy code will send live orders and the first ones should be small enough that a…

himanshuj16/algo-trading-skills · skills/capacity-planning-for-symbol-universe-growth/SKILL.md · Use before expanding a strategy from a small basket to a large universe, to forecast CPU, memory and network bandwidth…

himanshuj16/algo-trading-skills · skills/capital-efficiency-across-cross-margined-strategies/SKILL.md · Use when several strategies share one portfolio-margined account and you need to estimate how much collateral…

himanshuj16/algo-trading-skills · skills/capital-gains-vs-business-income-classification/SKILL.md · Use when sorting a year of closed trades into the tax buckets one authority actually recognises, under Indian s.43(5)…

himanshuj16/algo-trading-skills · skills/capital-preservation-mode-for-degraded-conditions/SKILL.md · Use when a live system needs a strategy-independent gate that blocks new orders once drawdown, order submission rate…

himanshuj16/algo-trading-skills · skills/capital-reallocation-based-on-live-performance/SKILL.md · Use when capital must be re-weighted across active strategies from their trailing live trade statistics, using…

himanshuj16/algo-trading-skills · skills/categorical-feature-encoding-for-instrument-identity/SKILL.md · Use when a cross-sectional model needs to know which instrument a row belongs to and the symbol column has hundreds or…

himanshuj16/algo-trading-skills · skills/cboe-options-exchange-api-integration/SKILL.md · Use when trading multi-leg option strategies on Cboe options exchanges over Titanium FIX: New Order Multileg…

himanshuj16/algo-trading-skills · skills/central-bank-communication-nlp-analysis/SKILL.md · Use when quantifying the hawkish or dovish stance of central bank statements, minutes and press conferences for a…

himanshuj16/algo-trading-skills · skills/centralized-secrets-management-vault-integration/SKILL.md · Use when a trading process should fetch exchange API keys or database credentials from HashiCorp Vault at runtime…

himanshuj16/algo-trading-skills · skills/cftc-commodity-pool-operator-registration/SKILL.md · Use when a US commodity pool relies on the 17 CFR 4.13(a)(3) de minimis exemption from Commodity Pool Operator…

himanshuj16/algo-trading-skills · skills/chaos-engineering-for-trading-infrastructure/SKILL.md · Use when failover, timeout and gap-recovery paths have never actually run under fault; injects reproducible latency…

himanshuj16/algo-trading-skills · skills/circuit-breaker-for-downstream-service-calls/SKILL.md · Use when a trading process calls a non-order dependency (reference data, an alt-data vendor, an internal microservice)…

himanshuj16/algo-trading-skills · skills/class-imbalance-handling-for-rare-signal-events/SKILL.md · Use when predicting rare events such as halts or flash crashes where one class is under a few percent; cost-sensitive…

himanshuj16/algo-trading-skills · skills/clock-drift-monitoring-alerting-thresholds/SKILL.md · Use when a host stamping reportable events must prove its clock stays inside the MiFID II RTS 25 divergence limit for…

himanshuj16/algo-trading-skills · skills/clock-skew-correction-for-tick-timestamps/SKILL.md · Use when captured ticks carry both a venue send time and a local receive time and the local clock drifts. Estimates…

himanshuj16/algo-trading-skills · skills/clock-synchronization-ptp-for-trading-hosts/SKILL.md · Use when standing up or auditing the time-sync stack itself on a Linux trading host: NIC hardware timestamping, ptp4l…

himanshuj16/algo-trading-skills · skills/close-auction-participation-strategy/SKILL.md · Use when providing contra-side liquidity into a US closing cross against a published imbalance feed, or executing a…

himanshuj16/algo-trading-skills · skills/cme-globex-futures-api-integration/SKILL.md · Use when assembling CME Globex order entry messages yourself, to supply the Operator ID and Manual Order Indicator a…

himanshuj16/algo-trading-skills · skills/cme-stp-fix-and-ilink2-tag-value-encoding/SKILL.md · Use when a system speaks tag=value FIX to CME Group: an STP FIX 4.4 trade-capture session, a replay over archived iLink…

himanshuj16/algo-trading-skills · skills/co-location-provider-selection-and-network-topology/SKILL.md · Use when deciding where to place a latency-sensitive server across co-location facilities and cross-venue links…

himanshuj16/algo-trading-skills · skills/coinbase-advanced-trade-api-migration/SKILL.md · Use when porting an order path from the retired Coinbase Pro API onto Coinbase Advanced Trade v3, where time-in-force…

himanshuj16/algo-trading-skills · skills/cold-start-handling-for-newly-listed-instruments/SKILL.md · Use when an instrument has too little price history to estimate risk from, such as an IPO, spin-off or new token, and a…

himanshuj16/algo-trading-skills · skills/cold-storage-geographic-distribution-strategy/SKILL.md · Use when auditing how M-of-N key shards are spread across facilities, countries and legal regimes, flagging both single…

himanshuj16/algo-trading-skills · skills/colocation-latency-budget-accounting/SKILL.md · Use when profiling the in-host hot path of a co-located server, decomposing NIC ingress to NIC egress into nanosecond…

himanshuj16/algo-trading-skills · skills/commodity-futures-storage-and-carry-cost-modeling/SKILL.md · Use when pricing physical commodity futures or designing roll strategies, linking spot to futures through financing…

himanshuj16/algo-trading-skills · skills/concentration-risk-single-name-limits/SKILL.md · Use when a pre-trade gate must cap single-name exposure as a share of NAV and against average daily volume, downsizing…

himanshuj16/algo-trading-skills · skills/concept-drift-vs-staleness-differentiation/SKILL.md · Use when a live signal degrades and you must decide what to fix, separating concept drift in the conditional…

himanshuj16/algo-trading-skills · skills/conditional-order-logic-for-execution-triggers/SKILL.md · Use when implementing client-side conditional orders such as if-touched, bracket, one-cancels-other or cross-asset…

himanshuj16/algo-trading-skills · skills/configuration-drift-detection-across-environments/SKILL.md · Use before a configuration tree takes effect somewhere that can send orders, to prove it matches the approved baseline…

himanshuj16/algo-trading-skills · skills/conflict-of-interest-disclosure-for-prop-vs-client-flow/SKILL.md · Use when a broker-dealer trades proprietarily in US equities alongside unexecuted customer orders, under FINRA Rule…

himanshuj16/algo-trading-skills · skills/constructive-sale-rule-considerations-us/SKILL.md · Use when hedging an appreciated position in a US taxable account and an offsetting transaction could trigger an…

himanshuj16/algo-trading-skills · skills/consumer-group-rebalance-safety/SKILL.md · Use when trading workers consume order or tick events from a Kafka consumer group and a rebalance can move a partition…

himanshuj16/algo-trading-skills · skills/convertible-bond-arbitrage-data-requirements/SKILL.md · Use when defining the data contract for a convertible bond arbitrage strategy and computing the screening metrics on…

himanshuj16/algo-trading-skills · skills/corporate-action-adjusted-backtesting/SKILL.md · Use when a stock split, reverse split or cash dividend puts artificial gaps in a backtest's price history and…

himanshuj16/algo-trading-skills · skills/corporate-action-event-calendar-integration/SKILL.md · Use when ingesting corporate action calendars and tracking the declaration, ex-date, record date and payment date…

himanshuj16/algo-trading-skills · skills/correlation-aware-exposure-limits/SKILL.md · Use when a book holds several instruments driven by the same sector or macro factor and per-symbol limits hide the real…

himanshuj16/algo-trading-skills · skills/cost-monitoring-for-cloud-trading-infrastructure/SKILL.md · Use when cloud spend on compute, egress and market data needs a spike alarm and unit-economics view; rolling z-score…

himanshuj16/algo-trading-skills · skills/counterparty-and-broker-concentration-risk/SKILL.md · Use when cash, collateral and positions sit at several prime brokers or exchanges and no one number says how much is at…

himanshuj16/algo-trading-skills · skills/counterparty-credit-risk-for-otc-derivatives/SKILL.md · Use when trading bilateral OTC derivatives outside central clearing, to compute current exposure, potential future…

himanshuj16/algo-trading-skills · skills/credit-card-transaction-data-signal-construction/SKILL.md · Use when forecasting a consumer company's quarterly revenue from card transaction panels ahead of the earnings release…

himanshuj16/algo-trading-skills · skills/credit-default-swap-basics-for-algo-context/SKILL.md · Use when integrating credit default swap metrics into a strategy or capital-structure arbitrage: hazard rates, implied…

himanshuj16/algo-trading-skills · skills/cross-account-aggregate-risk-view/SKILL.md · Use when risk is managed per sub-account and nothing measures firm-wide exposure; consolidates positions, cash and…

himanshuj16/algo-trading-skills · skills/cross-asset-correlation-regime-shifts/SKILL.md · Use when a multi-asset or risk-parity book depends on bonds hedging equities and you need to detect the regime shift…

himanshuj16/algo-trading-skills · skills/cross-asset-hedge-execution-synchronization/SKILL.md · Use when a primary leg fill must be hedged immediately in another asset, as in delta hedging, convertible arbitrage or…

himanshuj16/algo-trading-skills · skills/cross-border-data-transfer-restrictions-for-trade-data/SKILL.md · Use when trade telemetry containing personal data crosses a border, to enforce route policy under GDPR Chapter V, China…

himanshuj16/algo-trading-skills · skills/cross-chain-address-reuse-privacy-risk/SKILL.md · Use when auditing whether reusing the same address across chains such as Ethereum, Arbitrum, Solana and Bitcoin lets an…

himanshuj16/algo-trading-skills · skills/cross-chain-bridge-risk-for-multi-chain-strategies/SKILL.md · Use when a strategy moves capital across chains and bridge failure, wrapped-token de-pegging or finality delay could…

himanshuj16/algo-trading-skills · skills/cross-datacenter-clock-sync-validation/SKILL.md · Use when a strategy merges ticks from more than one datacenter (NY4, LD4, a cloud region) and must prove those sites…

himanshuj16/algo-trading-skills · skills/cross-jurisdiction-regulatory-conflict-resolution/SKILL.md · Use when one order is in scope of more than one regime at once, such as SEC, MiFIR and FCA, and their rules on payment…

himanshuj16/algo-trading-skills · skills/cross-margining-across-asset-classes/SKILL.md · Use when correlated positions sit at different clearing houses and you want to estimate the initial-margin offset and…

himanshuj16/algo-trading-skills · skills/cross-region-data-replication-lag-monitoring/SKILL.md · Use when a multi-region database or event stream can serve a stale read to a trading process, measuring replication lag…

himanshuj16/algo-trading-skills · skills/cross-sectional-vs-time-series-model-design/SKILL.md · Use when choosing between a cross-sectional model that ranks instruments against peers at one timestamp and a…

himanshuj16/algo-trading-skills · skills/cross-strategy-correlation-monitoring/SKILL.md · Use when strategies that look independent in calm markets may converge under stress, computing rolling and…

himanshuj16/algo-trading-skills · skills/cross-strategy-shared-infrastructure-resource-contention/SKILL.md · Use when several strategies share a host or a FIX gateway session and one can starve another, classifying CPU, memory…

himanshuj16/algo-trading-skills · skills/cross-strategy-signal-reuse-and-licensing/SKILL.md · Use when several pods or legal entities consume the same proprietary signal, gating entitlement against the signal's…

himanshuj16/algo-trading-skills · skills/cross-strategy-tax-lot-optimization/SKILL.md · Use when several strategies trade the same securities under one US tax entity and uncoordinated sells default to the…

himanshuj16/algo-trading-skills · skills/cross-validation-of-commission-schedules-over-time/SKILL.md · Use when a multi-year US equity backtest applies today's zero commissions to trades from 2016; models the schedule that…

himanshuj16/algo-trading-skills · skills/cross-vendor-timestamp-precision-reconciliation/SKILL.md · Use when a pipeline ingests timestamps from several vendors in different units and encodings, normalising seconds…

himanshuj16/algo-trading-skills · skills/cross-venue-latency-arbitrage-defensive-design/SKILL.md · Use when quoting passively on one venue while price discovery happens on a faster lead venue and stale quotes get…

himanshuj16/algo-trading-skills · skills/crypto-exchange-api-integration/SKILL.md · Use when a bot trades a crypto exchange rather than an equities broker, for 24/7 sessions, incompatible rate-limit…

himanshuj16/algo-trading-skills · skills/crypto-transaction-tax-lot-tracking/SKILL.md · Use when tracking US federal crypto tax lots per wallet across crypto-to-crypto swaps, DEX trades and gas fee…

himanshuj16/algo-trading-skills · skills/crypto-wallet-key-custody-security/SKILL.md · Use when a trading bot can reach private keys or withdrawal-enabled exchange credentials, so a compromise means…

himanshuj16/algo-trading-skills · skills/currency-gain-loss-tax-treatment-for-forex-trading/SKILL.md · Use when estimating US federal tax on a currency trading book and comparing the two characterisations available: IRC…

himanshuj16/algo-trading-skills · skills/currency-pair-quoting-convention-normalization/SKILL.md · Use when FX vendors disagree about which currency is the base and an inverted quote would flip a signal; ranks pairs…

himanshuj16/algo-trading-skills · skills/custodial-vs-non-custodial-tradeoff-assessment/SKILL.md · Use when choosing between custodial exchange execution, off-exchange settlement and non-custodial on-chain execution…

himanshuj16/algo-trading-skills · skills/custody-solution-uptime-and-liveness-guarantees/SKILL.md · Use when strategies depend on a custody provider being able to sign right now, tracking API uptime against the…

himanshuj16/algo-trading-skills · skills/custody-solution-vendor-due-diligence-checklist/SKILL.md · Use when evaluating or periodically reviewing a digital asset custodian, scoring qualified custodian category, SOC 2…

himanshuj16/algo-trading-skills · skills/dark-pool-routing-logic/SKILL.md · Use when slicing a block into non-displayed venues and a counterparty could probe the resting size; enforces…

himanshuj16/algo-trading-skills · skills/data-lineage-tracking-for-audit-and-debugging/SKILL.md · Use when an anomalous signal or unexplained backtest jump needs upstream and downstream tracing, maintaining an…

himanshuj16/algo-trading-skills · skills/data-localization-requirements-for-trade-records/SKILL.md · Use when deciding whether a cloud region is an acceptable resting place for a class of trade record, against genuine…

himanshuj16/algo-trading-skills · skills/data-pipeline-schema-contract-testing/SKILL.md · Use at the ingestion edge, to enforce field types, nullability and value bounds against a declared contract and catch…

himanshuj16/algo-trading-skills · skills/data-quality-monitoring-dashboard/SKILL.md · Use when monitoring feed completeness, timeliness, outliers, uniqueness and liveness across market data vendors, to…

himanshuj16/algo-trading-skills · skills/data-retention-policy-and-storage-tiering/SKILL.md · Use when planning the lifecycle that moves tick archives, backtest outputs and trade logs across hot, warm, cold and…

himanshuj16/algo-trading-skills · skills/data-vendor-contractual-usage-restriction-tracking/SKILL.md · Use when an internal system asks for vendor market data and the firm must decide whether that purpose is inside the…

himanshuj16/algo-trading-skills · skills/data-vendor-cross-validation-for-backtests/SKILL.md · Use before trusting a single vendor's history, to cross-check OHLCV bars against a genuinely independent second source…

himanshuj16/algo-trading-skills · skills/database-backup-and-point-in-time-restore-testing/SKILL.md · Use when a trading database must be provably restorable to an exact timestamp before a bad migration; replays archived…

himanshuj16/algo-trading-skills · skills/daylight-saving-time-transition-handling/SKILL.md · Use when a session boundary or scheduled job is expressed in exchange-local time and daylight saving shifts it…

himanshuj16/algo-trading-skills · skills/decentralized-exchange-dex-integration-uniswap-style/SKILL.md · Use before submitting a swap to a Uniswap v2 style constant-product pool, to compute output from x*y=k, price impact…

himanshuj16/algo-trading-skills · skills/degiro-unofficial-api-risk-assessment/SKILL.md · Use when assessing automated access to DEGIRO through reverse-engineered Web API endpoints. DEGIRO states that API…

himanshuj16/algo-trading-skills · skills/demo-account-realism-gap-assessment/SKILL.md · Use before promoting a paper-tested strategy to live capital, to measure how far demo fill latency, slippage, queue…

himanshuj16/algo-trading-skills · skills/dependency-pinning-and-reproducible-builds/SKILL.md · Use when auditing a requirements file before it is used with pip hash-checking mode, to verify exact == pins and valid…

himanshuj16/algo-trading-skills · skills/dependency-vulnerability-scanning-in-ci/SKILL.md · Use as the CI policy gate behind a real scanner such as pip-audit or OSV-Scanner: matches a dependency inventory…

himanshuj16/algo-trading-skills · skills/deployment-freeze-windows-around-market-events/SKILL.md · Use in a release pipeline to block production deploys inside macro-event windows such as FOMC, CPI, payrolls and…

himanshuj16/algo-trading-skills · skills/deribit-crypto-options-api/SKILL.md · Use when trading Deribit inverse coin-settled BTC and ETH options: JSON-RPC 2.0 payload construction with post_only and…

himanshuj16/algo-trading-skills · skills/deutsche-borse-xetra-api-integration/SKILL.md · Use when building an order path into Deutsche Boerse Xetra over the T7 Enhanced Trading Interface, validating RTS 11…

himanshuj16/algo-trading-skills · skills/disaster-recovery-runbook-for-full-region-outage/SKILL.md · Use when a trading stack spans two cloud regions and someone must decide under time pressure whether to move it…

himanshuj16/algo-trading-skills · skills/dividend-futures-and-forward-modeling/SKILL.md · Use when constructing an equity forward curve with discrete cash dividends, pricing dividend futures at fair value and…

himanshuj16/algo-trading-skills · skills/double-taxation-treaty-considerations-cross-border-trading/SKILL.md · Use when an entity resident in one country holds securities issued in another and source withholding applies; applies…

himanshuj16/algo-trading-skills · skills/dubai-financial-market-dfm-api/SKILL.md · Use when validating an order for Dubai Financial Market before dispatch: the 10-digit National Investor Number, tick…

himanshuj16/algo-trading-skills · skills/dynamic-position-sizing-based-on-realized-volatility/SKILL.md · Use when a fixed percentage-of-capital rule leaves risk far higher in volatile regimes than calm ones; scales size…

himanshuj16/algo-trading-skills · skills/early-exercise-assignment-risk-management/SKILL.md · Use when a book carries short American-style options that can be assigned before expiration, screening ex-dividend…

himanshuj16/algo-trading-skills · skills/earnings-call-transcript-nlp-signal-research/SKILL.md · Use when building an equity feature from earnings call transcripts, scoring financial sentiment with a finance-specific…

himanshuj16/algo-trading-skills · skills/emergency-manual-override-access-control/SKILL.md · Use when designing the break-glass path a human uses to fire a kill switch, halt a strategy or pause orders: role…

himanshuj16/algo-trading-skills · skills/employee-offboarding-procedure-for-custody-access/SKILL.md · Use when someone with digital asset custody access leaves, scoring single sign-on revocation, exchange API key…

himanshuj16/algo-trading-skills · skills/ensemble-signal-combination-without-overfitting/SKILL.md · Use when combining several alpha signals or sub-models into one score and unconstrained regression would produce…

himanshuj16/algo-trading-skills · skills/environment-parity-dev-staging-production/SKILL.md · Use as the gate when a build moves between dev, staging and production, auditing declared runtime release, dependency…

himanshuj16/algo-trading-skills · skills/esg-data-signal-research-and-vendor-comparison/SKILL.md · Use when ESG ratings for the same issuer disagree across MSCI, Sustainalytics and LSEG, producing a consensus score…

himanshuj16/algo-trading-skills · skills/esma-double-volume-cap-mechanism/SKILL.md · Use as the waiver gate before EU dark venue selection. The named double volume cap no longer exists: Regulation…

himanshuj16/algo-trading-skills · skills/estimated-tax-payment-scheduling-for-active-trading-income/SKILL.md · Use when a US individual earns trading income with no wage withholding and must schedule quarterly instalments under…

himanshuj16/algo-trading-skills · skills/etrade-oauth1-signature-flow/SKILL.md · Use when integrating E*TRADE, which signs every request with OAuth 1.0a HMAC-SHA1 rather than OAuth 2.0 bearer tokens…

himanshuj16/algo-trading-skills · skills/eu-benchmark-regulation-for-strategies-referencing-indices/SKILL.md · Use when an EU supervised entity references an index in a way Regulation 2016/1011 regulates, such as issuing an…

himanshuj16/algo-trading-skills · skills/eu-market-abuse-regulation-mar-surveillance/SKILL.md · Use when screening EU or EEA order and trade batches for wash trading, spoofing, layering and quote stuffing under…

himanshuj16/algo-trading-skills · skills/eu-short-selling-regulation-disclosure-thresholds/SKILL.md · Use when a strategy holds net short positions in shares admitted to an EU or EEA venue and must know what Regulation…

himanshuj16/algo-trading-skills · skills/eurex-market-data-and-order-api/SKILL.md · Use when building an order path into Eurex over the T7 Enhanced Trading Interface, applying the directional price…

himanshuj16/algo-trading-skills · skills/euronext-optiq-market-data-integration/SKILL.md · Use when writing a feed handler for the Euronext Optiq Market Data Gateway, parsing the market data packet header and…

himanshuj16/algo-trading-skills · skills/exchange-fee-tier-and-rebate-structure-analysis/SKILL.md · Use when computing the signed net cost of a fill mix at one venue under its maker-taker or inverted schedule and…

himanshuj16/algo-trading-skills · skills/exchange-for-physical-efp-transactions/SKILL.md · Use when an exchange for physical has been negotiated but not yet submitted, validating the opposite-side leg…

himanshuj16/algo-trading-skills · skills/exchange-gateway-redundancy-and-failover-testing/SKILL.md · Use when redundant order-entry sessions to a venue must fail over safely, confirming liveness first, fencing the…

himanshuj16/algo-trading-skills · skills/exchange-matching-engine-behavior-under-load/SKILL.md · Use when estimating how much extra delay a matching engine adds as inbound message rates approach its capacity, and…

himanshuj16/algo-trading-skills · skills/exchange-multicast-feed-handling/SKILL.md · Use when building the sequencing layer of a co-located UDP multicast feed handler (CME MDP 3.0, MoldUDP64, Eurex T7…

himanshuj16/algo-trading-skills · skills/exchange-proof-of-reserves-verification/SKILL.md · Use when deciding how much capital may sit on an exchange that publishes a Merkle sum tree proof of reserves; rehashes…

himanshuj16/algo-trading-skills · skills/exchange-self-match-prevention-configuration/SKILL.md · Use when several order-generating processes under one beneficial owner quote the same instrument on the same venue…

himanshuj16/algo-trading-skills · skills/exchange-tick-size-regime-tracking/SKILL.md · Use when a limit price is constructed programmatically and must be a legal increment on the destination venue: SEC Rule…

himanshuj16/algo-trading-skills · skills/exchange-withdrawal-whitelist-enforcement/SKILL.md · Use when a bot or treasury job can move crypto off an exchange without a human, binding each request to an allowlisted…

himanshuj16/algo-trading-skills · skills/execution-algo-behavior-under-halted-instrument/SKILL.md · Use when a parent TWAP, VWAP or POV schedule's instrument stops trading continuously on a pause or halt; issues child…

himanshuj16/algo-trading-skills · skills/execution-algo-parameter-optimization-via-backtest/SKILL.md · Use when picking concrete values for the parameters an execution algorithm exposes, such as participation ceiling…

himanshuj16/algo-trading-skills · skills/execution-algo-twap-vwap-slicing/SKILL.md · Use when a parent order is large relative to typical volume and must track a schedule benchmark, splitting it into…

himanshuj16/algo-trading-skills · skills/execution-algorithm-kill-switch-integration/SKILL.md · Use when building the component that executes an emergency stop in an order gateway or algorithm: latches order entry…

himanshuj16/algo-trading-skills · skills/execution-algorithm-regression-testing-suite/SKILL.md · Use before promoting a change to an execution algorithm, replaying the candidate build against a recorded baseline…

himanshuj16/algo-trading-skills · skills/execution-cost-model-recalibration-cadence/SKILL.md · Use when a pre-trade cost model feeds sizing or venue choice and you must know whether it still tracks reality; audits…

himanshuj16/algo-trading-skills · skills/execution-realistic-simulation/SKILL.md · Use when a backtest reports fills at the signal bar close with no slippage or fees; models a marketable order crossing…

himanshuj16/algo-trading-skills · skills/execution-slippage-attribution-timing-vs-sizing/SKILL.md · Use when an order cost money and you need to know which half of the stack to fix, splitting the executed leg of…

himanshuj16/algo-trading-skills · skills/execution-venue-fee-tier-optimization/SKILL.md · Use when allocating a period's flow across venues to minimise net cost after volume-tiered fees and rebates, pricing…

himanshuj16/algo-trading-skills · skills/explainability-for-live-trading-signals/SKILL.md · Use when a live model score must later be explained to a risk officer or model reviewer; reconciles supplied feature…

himanshuj16/algo-trading-skills · skills/explainable-boosting-machines-for-regulated-signals/SKILL.md · Use when a signal must be explainable to a model-risk reviewer; composes an already-fitted explainable boosting machine…

himanshuj16/algo-trading-skills · skills/factor-research-multiple-testing-correction/SKILL.md · Use when a research pipeline screens many candidate factors and selection rests on t-statistics or p-values. Bonferroni…

himanshuj16/algo-trading-skills · skills/feature-engineering-cost-benefit-tracking/SKILL.md · Use when a feature pipeline has accumulated expensive inputs with negligible marginal accuracy; weighs each feature's…

himanshuj16/algo-trading-skills · skills/feature-engineering-without-leakage/SKILL.md · Use when designing or auditing features for a model that predicts a future price move, to guarantee each feature is…

himanshuj16/algo-trading-skills · skills/feature-importance-drift-monitoring/SKILL.md · Use when a live model has a recorded training-time importance profile and you want early warning that regimes have…

himanshuj16/algo-trading-skills · skills/feature-selection-stability-across-folds/SKILL.md · Use when a selector such as Lasso, Boruta or RFE runs inside cross-validation and you need to know whether its output…

himanshuj16/algo-trading-skills · skills/feature-store-for-live-and-backtest-parity/SKILL.md · Use when a model trains offline on bars and serves online on a stream, and two separate feature code paths would drift…

himanshuj16/algo-trading-skills · skills/feed-handler-canary-deployment/SKILL.md · Use when releasing a new market data parser and first live exposure should cover a slice of symbols only. Both decoders…