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market-microstructure

Market microstructure: bid-ask spread analysis, order-flow toxicity metrics (VPIN / Kyle lambda), liquidity measures (Amihud / Roll), price-impact models, limit-order-book…

Industry: ecommerce
License: Unverified
Source repo: HKUDS/Vibe-Trading · ★ 22,765
Source file: agent/src/skills/market-microstructure/SKILL.md

View full SKILL.md on GitHub →

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