Agent skill
advanced-math-trading/execution-control
Optimal execution, control theory, queueing/order-book, exchange microstructure.
Install this agent skill to your Project
npx add-skill https://github.com/majiayu000/claude-skill-registry/tree/main/skills/development/advanced-math-tradingexecution-control
SKILL.md
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.
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