Trade execution modelling framework (backtesting analysis only) via Longbridge — covers slippage models (linear / square-root market impact), VWAP/TWAP execution logic, market impact cost estimation (Kyle lambda), volume participation rate (POV) strategy. Helps quant traders build realistic execution assumptions in backtests.
Install
The individual skill folder is not confirmed. This command opens the repository’s skill selector; follow the upstream instructions.
skills CLI
npx skills add longbridge/skills