execution-model

execution-model is a skill for Claude Code, Codex from skloxo/TideTrading. It costs 41 tokens per session (2,984 once invoked), scanned A, original, MIT.

A backtesting framework for estimating the costs of trading, including the gap between buying and selling prices, price movement caused by large orders, and delays between a signal and a fill. It includes fixed, linear, and square-root slippage models plus VWAP and TWAP execution logic.

In plain words
What is it for?
Testing trading strategies with slippage and market-impact assumptions, estimating execution costs, configuring VWAP or TWAP schedules, and comparing different order-size and liquidity scenarios without placing live orders.
Why use it?
A backtest that assumes every trade fills instantly at the quoted price can make a strategy look better than it would be in practice. Adding these costs gives a more realistic estimate of results before live trading.

Skill for Claude CodeCodex

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

Good fit Testing trading strategies with slippage and market-impact assumptions, estimating execution costs, configuring VWAP or TWAP schedules, and comparing different order-size and liquidity scenarios without placing live orders.

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Install with agentmods
npx agentmods add skills/skloxo/tidetrading/execution-model
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 skloxo/TideTrading --skill execution-model
Clone the repo
git clone --depth 1 https://github.com/skloxo/TideTrading

Made for: Claude Code, Codex.

Wrote this? Show the measurements

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agentmods badge for execution-model

README.md
[![agentmods](https://agentmods.dev/badge/skills/skloxo/tidetrading/execution-model/github.svg)](https://agentmods.dev/skills/skloxo/tidetrading/execution-model)
Your own site
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<a href="https://agentmods.dev/skills/skloxo/tidetrading/execution-model"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/execution-model.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 41 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,984 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. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
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 $0.00041 $0.02984
Opus 5.5 $0.00016 $0.01194
Sonnet 5.5 $0.00008 $0.00597
Haiku 4.5 $0.00004 $0.00298

Measured 1mo ago against content hash 1d42ba51319d, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

execution-model 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 1mo 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.

agent/src/skills/execution-model/SKILL.md · 350 lines

How it starts

The opening of the file, as written. The whole thing — 350 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Trade Execution Modeling

Overview

Provide more realistic execution assumptions for backtests, including slippage models, market-impact estimation, and execution-algorithm principles. This skill is for backtest simulation only and does not involve live order execution.

Slippage Models

Why Slippage Models Are Needed

Idealized backtest: filled at the close, zero slippage
Real world:
1. The order book has a bid-ask spread
2. Large orders push prices (market impact)
3. Execution is delayed (there is latency from signal to fill)

No slippage model -> overly optimistic backtest -> losses in live trading

1. Fixed Slippage Model

def fixed_slippage(price: float, direction: int, bps: float = 5.0) -> float:
    """
    Args:
        price: Original price
        direction: 1=buy, -1=sell
        bps: Slippage in basis points (1bp = 0.01%), default 5bp
    Returns:
        Execution price after slippage
    """
    slippage = price * bps / 10000
    return price + direction * slippage

Reference fixed-slippage assumptions by market:

Market Instrument Suggested Slippage (bps) Notes
China A-share large cap CSI 300 constituents 3-5 Good liquidity
China A-share small cap CSI 1000 constituents 5-10 Average liquidity
China micro-cap market cap < 5 billion RMB 10-30 Poor liquidity
US large cap AAPL / MSFT 1-3 Excellent liquidity
Hong Kong stocks Hang Seng constituents 5-10 Less liquid than A / US
BTC spot BTC-USDT 2-5 Good OKX liquidity
ETH spot ETH-USDT 3-8 Slightly worse than BTC
Small altcoins other -USDT pairs 10-50 Liquidity varies widely

2. Linear Impact Model

def linear_impact(price: float, direction: int,
                  volume_traded: float, adv: float,
                  impact_coeff: float = 0.1) -> float:
    """
    Linear market impact: impact ∝ traded volume / ADV

    Args:
        price: Original price
        direction: 1=buy, -1=sell
        volume_traded: Trade size (shares or notional)
        adv: Average Daily Volume
        impact_coeff: Impact coefficient, usually 0.05-0.2
    Returns:
        Execution price after impact
    """
    participation_rate = volume_traded / adv
    impact = impact_coeff * participation_rate
    return price * (1 + direction * impact)

Read the full file on GitHub · 350 lines

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. 1mo ago First seen · 350 lines · 41 tokens per session scan A 1d42ba51319d

Subscribe to this mod's changes

execution-model is a skill published in the GitHub repository skloxo/TideTrading (13 stars, last pushed 9d ago), licensed MIT. It adds 41 tokens to every session and 2,984 once invoked, about $0.0002 per session on Opus 5.5. 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 2026-08-31.

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