LLMQuant/skills

LLMQuant Commodities routes commodity research workflows for spot, futures curve, inventory, roll yield, and macro linkage analysis. Use it to pick the right workflow and required LLMQuant Data inputs.

LLMQuant Credit routes issuer credit review, spread regime analysis, and high-yield stress monitoring. Use it when you need maturity, covenant, default risk, ratings, or market-context research for a credit question.

LLMQuant Crypto routes crypto research and trading-context workflows for regime analysis, token diligence, and perpetual funding or basis monitoring. Use it when you need crypto market structure, leverage, liquidity, or cross-asset context.

LLMQuant Data routes research requests to workflows for SEC filings, 13F holders, macro snapshots, and macro briefs. Use it when you need source-grounded financial or macro facts before higher-level analysis.

LLMQuant ETFs routes ETF analysis requests to the correct holdings and exposure workflow. Use it for ETF holdings, overlap, concentration, issuer snapshots, theme exposure, and related coverage checks.

LLMQuant Equities routes stock analysis, comparison, research memo, merger-arb, and take-profit workflows. Use it when you need equity research or sell-discipline analysis with LLMQuant data.

LLMQuant Equity Derivatives routes analyses for single-stock derivatives and hybrid securities. Use it for payoff, Greeks, convertibles, warrants, borrow, volatility, and catalyst-aware trade or valuation workflows.

LLMQuant Events routes event-driven research workflows for earnings, M&A, regulatory risk, and catalysts. Use it when you need event briefs, tracking, calendars, or cross-asset impact analysis.

LLMQuant Investor Lenses routes investor-style reasoning workflows grounded in LLMQuant Data. Use it when you want a specific investor framework for researching a ticker, horizon, or decision type with dated evidence.

LLMQuant Macro routes macroeconomic research workflows for dashboards, policy previews, and portfolio impact mapping. Use it when you need inflation, growth, liquidity, central-bank, or macro-to-portfolio analysis.

LLMQuant Market Intelligence routes macro, sentiment, and event-probability requests to the right workflow. Use it for cross-asset views, market dashboards, and comparing prediction-market or options-implied signals.

LLMQuant Options routes requests to workflows for IV rank, contract scoring, strategy construction, Greeks, P&L simulation, volatility surfaces, unusual activity, earnings IV crush, and backtests. Use it when working with option chains, hedges, or volatility analysis.

LLMQuant Portfolio routes portfolio research tasks to the right workflow for company profiles, thesis tracking, theme research, watchlists, and alerts. Use it when managing persistent research workspace objects and related evidence.

LLMQuant Portfolio Lab routes portfolio virtualization workflows like exposure maps and what-if simulations. Use it when you need scenario states, hedge analysis, or comparisons between current and hypothetical portfolios.

LLMQuant Prediction Markets routes workflows for event odds, settlement criteria, probability gaps, and cross-market pricing. Use it when reviewing prediction-market probabilities, options-implied event pricing, or arbitrage conditions.

LLMQuant Rates FX routes rate and FX analysis to the right workflow for curve trades, central-bank divergence, carry, and dollar context. Use it when you need yield curves, policy comparison, real rates, or cross-currency analysis.

LLMQuant Risk routes requests to fear scoring, VIX regime checks, hedge design, and research health checks. Use it when you need a risk workflow and supporting market or portfolio context.

LLMQuant Strategies routes hedge-fund and portfolio-manager playbooks to the right workflow. Use it for equity long/short, long-biased, event-driven, macro, quant, or multi-strategy requests.