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execution-model

Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.

59

Quality

74%

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SecuritybySnyk

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tessl review fix ./agent/src/skills/execution-model/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

63%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A dense, domain-rich skill with genuinely useful market-specific reference data and executable code, undermined by educational padding on concepts Claude already knows and by inlining everything in one long file. Splitting reference tables into separate files and trimming conceptual walkthroughs would raise both conciseness and progressive disclosure.

Suggestions

Move the per-market reference tables (slippage bps, impact coefficients, trading costs) and the VWAP/TWAP execution detail into a references/ file, keeping SKILL.md as a lean overview with one-level-deep pointers.

Delete or compress sections explaining what Claude already knows — the "Why Slippage Models Are Needed" block, the VWAP/TWAP formula walkthroughs, and the square-root advantages list — keeping only the China-specific empirical parameters.

Replace the incomplete SignalEngine snippet with either a fully runnable integration example or a short note pointing to the actual signal_engine.py, and add an explicit validation step (e.g. check ADV and participation bounds before applying an impact estimate).

DimensionReasoningScore

Conciseness

The reference tables (per-market slippage, impact coefficients, trading costs) and the tested-code guidance earn their tokens, but sections like "Why Slippage Models Are Needed", the VWAP/TWAP formula walkthroughs, and the "Advantages of the square-root model" list explain concepts Claude already knows. Mostly efficient with some unnecessary explanation — matching the 3 anchor, not 4, because the conceptual padding spans multiple sections.

3 / 5

Actionability

The four impact-function examples are executable with expected outputs, import paths, defaults, and a numeric selection decision tree, plus concrete config JSON. However, the SignalEngine integration snippet is a fragment (`signals` never initialized, `self._compute_signal` undefined), so guidance is mostly executable with minor gaps — the 4 anchor rather than 5's fully copy-paste-ready coverage.

4 / 5

Workflow Clarity

The model-selection decision tree and the three-step transaction-cost analysis are clearly sequenced with worked numeric examples, and the Notes section lists explicit constraints (T+1, price limits, participation caps). It falls short of 5 because there are no explicit validate-then-proceed checkpoints (e.g. confirming ADV/participation bounds before trusting an impact estimate), landing on the 4 anchor: clear sequence, most checkpoints present.

4 / 5

Progressive Disclosure

The body is well-sectioned but monolithic at ~330 lines with no bundle files: the per-market reference tables, VWAP/TWAP detail, and output templates are prime candidates for separate reference files. This matches the 3 anchor (content that should be separate is inline, structure present but could be better organized); it is above 2 because section headers and navigation within the file are good.

3 / 5

Total

14

/

20

Passed

Description

75%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A specific, well-scoped description with strong domain keywords and concrete capability lists. Its main weakness is the absence of an explicit "Use when..." trigger clause, which caps completeness.

Suggestions

Add an explicit trigger clause, e.g. "Use when configuring backtest execution assumptions, modeling slippage or market impact, or when backtest results look unrealistically optimistic versus live fills."

Include common user synonyms such as "transaction costs", "execution costs", and "fill price" to broaden natural trigger coverage.

State when NOT to use it inline (e.g. no live-order execution) as a trigger boundary rather than only as the "(backtest only)" qualifier.

DimensionReasoningScore

Specificity

The description lists four concrete capabilities with parenthetical detail — "slippage formulas (linear / square-root impact)", "VWAP/TWAP execution logic", "market-impact cost estimation", and "execution-assumption configuration" — matching the anchor for multiple specific concrete actions with comprehensive coverage. Not below 4, since coverage is broad and each action is named rather than generic.

5 / 5

Completeness

The "what" is explicit and detailed, but there is no "Use when..." clause or equivalent trigger guidance — "(backtest only)" is a scope qualifier, not a usage trigger. Per the judging guidelines, a missing explicit trigger clause caps completeness at 3; it is above 2 because the "what" is clear, not vague.

3 / 5

Trigger Term Quality

Strong natural terms users would say — "slippage", "VWAP", "TWAP", "market impact", "backtest" — but common variations like "transaction costs", "fill price", or "execution costs" are absent. Good coverage with a few natural terms missing, matching the 4 anchor rather than 5's comprehensive synonym coverage.

4 / 5

Distinctiveness Conflict Risk

It occupies a clear niche — execution/slippage modeling for backtests — with distinct triggers (slippage, VWAP/TWAP, market impact) unlikely to fire for adjacent skills. The "(backtest only)" qualifier further narrows the scope, giving minimal conflict risk consistent with the 5 anchor.

5 / 5

Total

17

/

20

Passed

Validation

93%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 15 / 16 Passed

Validation for skill structure

CriteriaDescriptionResult

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

15

/

16

Passed

Repository
HKUDS/Vibe-Trading
Reviewed

Table of Contents

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