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keith-mvs

advanced-math-tradingexecution-control

by keith-mvs

An advanced AI-driven quantitative trading ecosystem featuring multi-source market data aggregation, high-fidelity paper trading simulation, and machine learning-powered signal generation.

1🍴 0📅 Dec 28, 2025

SKILL.md


name: advanced-math-trading/execution-control description: Optimal execution, control theory, queueing/order-book, exchange microstructure.

What this covers

  • Almgren–Chriss DP schedule, control/MPC framing, queueing/order-book dynamics, exchange notes.

Navigation (load on demand)

  • docs/knowledge-base/domains/foundations/advanced-mathematics/dynamic-programming-for-trading.md — Almgren–Chriss code.
  • docs/knowledge-base/domains/foundations/advanced-mathematics/control-theory.md
  • docs/knowledge-base/domains/foundations/advanced-mathematics/queueing-theory.md
  • docs/knowledge-base/domains/foundations/advanced-mathematics/harris-trading-exchanges.md

Quick workflows

  • Execution schedule → use Almgren–Chriss snippet.
  • Queue/latency/fill modeling → queueing-theory.
  • MPC/feedback framing → control-theory.

Notes

  • Load only the file(s) matching the execution question.

Score

Total Score

75/100

Based on repository quality metrics

SKILL.md

SKILL.mdファイルが含まれている

+20
LICENSE

ライセンスが設定されている

+10
説明文

100文字以上の説明がある

+10
人気

GitHub Stars 100以上

0/15
最近の活動

3ヶ月以内に更新

+5
フォーク

10回以上フォークされている

0/5
Issue管理

オープンIssueが50未満

+5
言語

プログラミング言語が設定されている

+5
タグ

1つ以上のタグが設定されている

+5

Reviews

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