# Advanced Math Trading/execution Control

> Optimal execution, control theory, queueing/order-book, exchange microstructure.

- Skill: `majiayu000/advanced-math-trading-execution-control` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds add majiayu000/advanced-math-trading-execution-control`
- Raw SKILL.md: https://api.skillmd.com/api/skills/majiayu000/advanced-math-trading-execution-control/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: majiayu000 (https://skillmd.com/u/majiayu000)
- Updated: 2026-09-09
- Page: https://skillmd.com/skills/majiayu000/advanced-math-trading-execution-control

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# What this covers
- Almgren–Chriss DP schedule, control/MPC framing, queueing/order-book dynamics, exchange notes.

# Navigation (load on demand)
- docs/knowledge-base/domains/foundations/advanced-mathematics/dynamic-programming-for-trading.md — Almgren–Chriss code.
- docs/knowledge-base/domains/foundations/advanced-mathematics/control-theory.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/queueing-theory.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/harris-trading-exchanges.md

# Quick workflows
- Execution schedule → use Almgren–Chriss snippet.
- Queue/latency/fill modeling → queueing-theory.
- MPC/feedback framing → control-theory.

# Notes
- Load only the file(s) matching the execution question.