OpenAgentSkill Registry Manifest
Skill: Highfrequency
Slug: jonathancornelissen-highfrequency
Category: finance
Description: The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

Agent fit:
- Decision: 46/100 Needs manual review
- Primary fit: GitHub automation
- Role: Needs validation

Supply profile:
- Track: Finance and quant workflows
- Scenario: Finance and quant
- Applicable agents: Claude Code, CLI, Codex, Cursor, R
- Maintenance: 7mo since push
- Risk: Needs review

Trust:
- Trust score: 74/100 Strong shortlist
- Audit: 70/100 Needs review

Attribution:
- Status: Community indexed
- Source: GitHub star discovery
- Creator: jonathancornelissen
- Claim URL: https://www.openagentskill.com/skills/jonathancornelissen-highfrequency#claim-this-skill

Install:
npx skills add jonathancornelissen/highfrequency

URLs:
- Web: https://www.openagentskill.com/skills/jonathancornelissen-highfrequency
- API: https://www.openagentskill.com/api/agent/skills/jonathancornelissen-highfrequency
- Install API: https://www.openagentskill.com/api/skills/jonathancornelissen-highfrequency/install
- Repository: https://github.com/jonathancornelissen/highfrequency