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execution-model

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

agent/src/skills/execution-model/SKILL.md

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# 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
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