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llmquant-equity-derivatives

llmquant-equity-derivatives

github.com/llmquantData & databases236469 installsUpdated 22w ago
Repository

About llmquant-equity-derivatives

A workflow router for single-stock derivatives and hybrid securities, covering payoff, optionality, dilution, borrow, volatility, and catalysts. It serves users analyzing trades or equity-linked instruments and requires contract terms, dated inputs, and explicit missing-data notes.

Key features

  1. 01Routes to derivative and hybrid-security workflows
  2. 02Builds trade playbooks with payoff and Greeks
  3. 03Analyzes convertibles and warrants
  4. 04Uses prices, options, volatility, and borrow data
  5. 05Reports terms, dates, assumptions, and missing inputs

Use cases

  1. 01Plan a single-stock derivative trade
  2. 02Evaluate a convertible or warrant’s terms
  3. 03Align catalysts with payoff and risk

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/llmquant/skills --skill llmquant-equity-derivatives

After installing, type/llmquant-equity-derivativesin Claude Code to confirm it loaded.

Bundled files

References and scripts installed along with SKILL.md.

assets/
.gitkeep
scripts/
.gitkeep
workflows/
convertible-and-warrant-lens.md
single-stock-derivative-playbook.md

Details

From the project README

LLMQuant Equity Derivatives

This category routes single-stock derivative and hybrid security workflows. It covers payoff, optionality, dilution, borrow, volatility, and catalyst alignment.

Routing Rules

  1. Identify the underlying ticker, derivative type, maturity, strike/conversion terms, and objective.
  2. Select the closest workflow below.
  3. Open only that workflow and any relevant local resources.
  4. Use LLMQuant Data for underlying prices, option chains, volatility, borrow, corporate actions, convertibles, and warrants.
  5. Report contract terms, valuation dates, assumptions, stale notices, and missing inputs.

Workflow Index

User intentWorkflow
Build a single-stock derivative trade playbook with payoff, Greeks, catalysts, and risk.workflows/single-stock-derivative-playbook.md
Analyze convertibles, warrants, or hybrid equity-linked securities.workflows/convertible-and-warrant-lens.md

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

  • Retrieve underlying equity prices, realized volatility, drawdowns, liquidity, and corporate actions.
  • Retrieve option chains, implied volatility history, Greeks, borrow costs, and event calendars.
  • Retrieve convertible, warrant, rights, and hybrid-security term sheets, including strike, maturity, conversion, redemption, and anti-dilution terms.
  • Retrieve credit context, issuer fundamentals, and filing evidence when relevant.

Fallback:

  • If derivative terms are unavailable, state the exact term sheet fields needed and do not estimate them from memory.

Comments

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