Skip to content

搵技能.../

Agent Skill Search Engine

搜尋

搜尋
分類
職業

About

About
Privacy
Terms

© 2026 Skills Pool. All rights reserved.

Auction Market Mechanisms | Skills Pool

技能檔案

Auction Market Mechanisms

Auction Market Mechanisms workflows for quantitative research, implementation, and production controls. use when tasks involve opening and closing auction imbalance behavior.

GhostOf0days0 星標2026年2月10日

職業
分類: 金融同投資

技能內容

objective

Execute auction market mechanisms work with reproducible research, explicit controls, and deployable outputs.

workflow

define execution benchmark, urgency, and participation limits.
profile venue liquidity, queue dynamics, and spread behavior before routing.
configure order instructions and routing logic with deterministic safeguards.
attribute slippage into spread, impact, timing, and opportunity components.
deploy only after stable execution quality through stressed market windows.

required diagnostics

benchmark-relative slippage by venue, session, and order urgency.
fill-rate and queue-position decay under volatility shocks.
latency tail behavior with packet loss and feed-delay scenarios.
fee, rebate, and borrow assumptions reflected in net execution cost.
auction uncross impact versus indicative imbalance trajectories
spread resilience under liquidity withdrawal

risk controls

相關技能

快速安裝

Auction Market Mechanisms

npx skillvault add GhostOf0days/ghostof0days-codex-quant-skills-auction-market-mechanisms-skill-md

下載 Skill 打開源碼倉庫

作者: GhostOf0days
星標: 0
更新時間: 2026年2月10日
職業

本頁內容

enforce max participation, max order size, and max tolerated slippage.
enforce kill-switch conditions for stale books, feed gaps, and venue disconnects.
enforce escalation paths for sustained degradation in fill quality.

outputs

run python scripts/auction_market_mechanisms_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.
write an implementation memo using references/auction-market-mechanisms-playbook.md with assumptions, tests, limits, and rollout plan.

resources

use scripts/auction_market_mechanisms_diagnostics.py for deterministic diagnostics.
use references/auction-market-mechanisms-playbook.md for the domain-specific checklist and delivery structure.

02

workflow

03required diagnostics

04risk controls

數據科學家

金融同投資

Llm Trading Agent Security

Security patterns for autonomous trading agents with wallet or transaction authority. Covers prompt injection, spend limits, pre-send simulation, circuit breakers, MEV protection, and key handling.

金融同投資

Energy Procurement

Codified expertise for electricity and gas procurement, tariff optimization, demand charge management, renewable PPA evaluation, and multi-facility energy cost management. Informed by energy procurement managers with 15+ years experience at large commercial and industrial consumers. Includes market structure analysis, hedging strategies, load profiling, and sustainability reporting frameworks. Use when procuring energy, optimizing tariffs, managing demand charges, evaluating PPAs, or developing energy strategies.

金融同投資

Council

Convene a four-voice council for ambiguous decisions, tradeoffs, and go/no-go calls. Use when multiple valid paths exist and you need structured disagreement before choosing.

金融同投資

Carrier Relationship Management

Codified expertise for managing carrier portfolios, negotiating freight rates, tracking carrier performance, allocating freight, and maintaining strategic carrier relationships. Informed by transportation managers with 15+ years experience. Includes scorecarding frameworks, RFP processes, market intelligence, and compliance vetting. Use when managing carriers, negotiating rates, evaluating carrier performance, or building freight strategies.

金融同投資

Market Research

Conduct market research, competitive analysis, investor due diligence, and industry intelligence with source attribution and decision-oriented summaries. Use when the user wants market sizing, competitor comparisons, fund research, technology scans, or research that informs business decisions.

金融同投資

Market Research

Conduct market research, competitive analysis, investor due diligence, and industry intelligence with source attribution and decision-oriented summaries. Use when the user wants market sizing, competitor comparisons, fund research, technology scans, or research that informs business decisions.

數據科學家