Assess execution quality by comparing trade activity to VWAP and TWAP benchmarks across time intervals. Use when evaluating execution quality, fill quality, benchmark comparison, interval-level performance, or identifying best/worst execution windows. If the user asks about trading costs, slippage, or cost…
Analyze market microstructure by combining order book snapshots, book imbalance, and spread statistics. Use when investigating liquidity, order flow, book depth, bid-ask dynamics, or price formation at the tick level.
Generate a market overview by combining daily bars, intraday analytics, and trade/spread statistics across one or more symbols. Use for morning briefings, end-of-day reviews, cross-symbol comparison, or portfolio-level market snapshots.
Perform Transaction Cost Analysis by combining VWAP benchmarks, spread statistics, and trade flow analytics. Use when analyzing trading costs, measuring slippage, computing cost decomposition, or evaluating VWAP shortfall. If the user asks about interval-level execution performance or best/worst fill windows, prefer…
Analyze realized volatility by combining volatility computation with trade flow and spread context. Use when measuring intraday volatility, comparing realized vs historical vol, assessing risk, or studying volatility regimes.
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