Agent skill

advanced-math-trading/execution-control

Optimal execution, control theory, queueing/order-book, exchange microstructure.

View SKILL.md on GitHub Repository
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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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