algorithm-selection-efficient-frontier - Algorithm selection using cost-risk efficient frontier analysis
Select execution algorithms based on cost-risk tradeoffs and order difficulty analysis
Tags
Updated: 2026-02-13Capabilities
Typical Inputs
Typical Outputs
What this skill does
- define utility function inputs
- estimate expected cost and risk
- map algorithms onto efficient frontier
- apply selection rules by order difficulty
- validate against utility targets
Inputs
- order classes
- utility function inputs
- risk-aversion inputs
- order context features
- market regime data
Outputs
- diagnostics JSON file
- implementation memo
- selection policy
- validation results
Requirements
- Python script for diagnostics
- domain checklist playbook
- post-trade validation capability
- market regime classification