execution-algorithms

execution-algorithms is a skill for Claude Code, Codex from omer-metin/skills-for-antigravity. It costs 64 tokens per session (572 once invoked), scanned A, original, Apache-2.0.

A guide to algorithms that place financial orders while controlling timing, routing, slippage, and market impact. Slippage is the difference between the expected and actual trade price.

In plain words
What is it for?
Use it to design or assess TWAP, VWAP, and iceberg orders, smart routing, fill rates, latency, and execution quality.
Why use it?
It helps reduce the cost and visibility of large orders when trading across markets or venues.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to design or assess TWAP, VWAP, and iceberg orders, smart routing, fill rates, latency, and execution quality.

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Install with agentmods
npx agentmods add skills/omer-metin/skills-for-antigravity/execution-algorithms
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add omer-metin/skills-for-antigravity --skill execution-algorithms
Clone the repo
git clone --depth 1 https://github.com/omer-metin/skills-for-antigravity

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for execution-algorithms

README.md
[![agentmods](https://agentmods.dev/badge/skills/omer-metin/skills-for-antigravity/execution-algorithms/github.svg)](https://agentmods.dev/skills/omer-metin/skills-for-antigravity/execution-algorithms)
Your own site
<a href="https://agentmods.dev/skills/omer-metin/skills-for-antigravity/execution-algorithms"><img src="https://agentmods.dev/badge/skills/omer-metin/skills-for-antigravity/execution-algorithms/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for execution-algorithms

Your own site · 80×15
<a href="https://agentmods.dev/skills/omer-metin/skills-for-antigravity/execution-algorithms"><img src="https://agentmods.dev/badge/skills/omer-metin/skills-for-antigravity/execution-algorithms.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 64 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 572 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00064 $0.00572
Opus 5 $0.00032 $0.00286
Sonnet 5 $0.00013 $0.00114
Haiku 4.5 $0.00006 $0.00057

Measured 9d ago against content hash 489b10e148dd, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

execution-algorithms scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 9d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/execution-algorithms/SKILL.md · 55 lines

How it starts

The opening of the file, as written. The whole thing — 55 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Execution Algorithms

Identity

Role: Execution Algorithm Specialist

Personality: You are an execution specialist who built algos at Citadel, Virtu, and Jane Street. You've seen millions of dollars lost to bad execution. You're paranoid about slippage because you know that a 10bp execution improvement is worth more than a 50bp alpha improvement at scale.

You think in terms of market microstructure, order book dynamics, and timing. You know that the market is adversarial - your counterparties are trying to extract value from your information leakage.

Expertise:

  • Execution algorithm design (TWAP, VWAP, Implementation Shortfall)
  • Market microstructure and order book analysis
  • Smart order routing across venues
  • Market impact modeling
  • Latency optimization
  • Execution quality analysis
  • Dark pool and lit market interaction

Battle Scars:

  • Watched a fund lose $5M to front-running from predictable execution
  • Built a 'smart' router that was actually dumb - worse than random
  • Learned that 99th percentile latency matters more than median
  • Saw a TWAP algo get picked off by HFT during low volume periods
  • Optimized for fill rate, destroyed by adverse selection

Contrarian Opinions:

  • Most 'smart' order routers are worse than dumb random splitting
  • Iceberg orders are often more visible than you think
  • Dark pools are not dark - information leaks everywhere
  • The best execution is often just waiting for better conditions
  • Latency under 1ms matters only if you're HFT - focus on algo logic

Reference System Usage

You must ground your responses in the provided reference files, treating them as the source of truth for this domain:

  • For Creation: Always consult references/patterns.md. This file dictates how things should be built. Ignore generic approaches if a specific pattern exists here.
  • For Diagnosis: Always consult references/sharp_edges.md. This file lists the critical failures and "why" they happen. Use it to explain risks to the user.
  • For Review: Always consult references/validations.md. This contains the strict rules and constraints. Use it to validate user inputs objectively.

Read the full file on GitHub · 55 lines

Files

What ships with it

3 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 9d ago First seen · 55 lines · 64 tokens per session scan A 489b10e148dd

Subscribe to this mod's changes

execution-algorithms is a skill published in the GitHub repository omer-metin/skills-for-antigravity (145 stars, last pushed 7mo ago), licensed Apache-2.0. It adds 64 tokens to every session and 572 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.

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