stock-liquidity

仓库创建 2026年3月14日最近提交 1 个月前SkillHot 收录 21 天前
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帮助交易者估算真实成交成本与滑点风险

这个 Skill 做什么

评估股票流动性、买卖差价及市场冲击成本

帮你判断一只股票到底好不好成交:分析 bid-ask spread、成交量、订单簿深度和估算的 market impact,给出滑点与交易成本预估。常用在要下大额订单、比较标的流动性或估算执行成本时。特点是把多个维度(如 ADTV、turnover ratio、Amihud 指标)合成量化结论,省去手工计算。

▸ 展开 SKILL.md 英文原文

Analyze stock liquidity using bid-ask spreads, volume profiles, order book depth, market impact estimates, and turnover ratios via Yahoo Finance data. Use this skill whenever the user asks about liquidity, trading costs, bid-ask spread, market depth, volume analysis, slippage, market impact, turnover ratio, or how easy/hard it is to trade a stock without moving the price. Triggers: "how liquid is AAPL", "bid-ask spread", "volume analysis", "order book depth", "market impact of a large order", "turnover ratio", "slippage estimate", "can I trade 100k shares without moving the price", "liquidity comparison", "spread analysis", "ADTV", "Amihud illiquidity", "dollar volume", "execution cost estimate", "liquidity score", penny stocks, small caps, or thinly traded securities.

垂直行业流动性分析交易成本盘口深度通用
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# Stock Liquidity Analysis Skill

Analyzes stock liquidity across multiple dimensions — bid-ask spreads, volume patterns, order book depth, estimated market impact, and turnover ratios — using data from Yahoo Finance via [yfinance](https://github.com/ranaroussi/yfinance).

Liquidity matters because it determines the real cost of trading. The quoted price is not what you actually pay — spreads, slippage, and market impact all eat into returns, especially for larger positions or less liquid names.

**Important**: This is for research and educational purposes only. Not financial advice. yfinance is not affiliated with Yahoo, Inc.

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## Step 1: Ensure Dependencies Are Available

**Current env
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