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llmquant-portfolio-lab

llmquant-portfolio-lab

github.com/llmquantData & databases236480 installsUpdated 22w ago
Repository

About llmquant-portfolio-lab

llmquant-portfolio-lab routes portfolio exposure and what-if simulation workflows for real or hypothetical portfolios. It is for portfolio analysis that compares holdings and modeled states while reporting dates, unsupported assets, and missing data.

Key features

  1. 01Routes exposure mapping and what-if simulations
  2. 02Maps sector, factor, and geographic exposure
  3. 03Includes ETF look-through when available
  4. 04Simulates adds, trims, hedges, and shocks
  5. 05Reports dates, missing holdings, and unsupported assets

Use cases

  1. 01Map a portfolio's exposures and concentration
  2. 02Test the effects of a proposed portfolio change
  3. 03Compare current and hypothetical portfolio states

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/llmquant/skills --skill llmquant-portfolio-lab

After installing, type/llmquant-portfolio-labin Claude Code to confirm it loaded.

Bundled files

References and scripts installed along with SKILL.md.

assets/
.gitkeep
scripts/
.gitkeep
workflows/
portfolio-exposure-map.md
portfolio-what-if-simulator.md

Details

From the project README

LLMQuant Portfolio Lab

This category routes portfolio virtualization workflows: exposure maps, scenario states, and what-if simulations for real or hypothetical portfolios.

Routing Rules

  1. Identify portfolio ID, holdings list, benchmark, scenario, and requested visualization/output.
  2. Select the closest workflow below.
  3. Open only that workflow and relevant local assets/scripts.
  4. Use LLMQuant Data for positions, prices, ETF look-through, factors, scenarios, and risk model outputs.
  5. Report as-of dates, model dates, benchmark, missing holdings, and unsupported asset types.

Workflow Index

User intentWorkflow
Map portfolio exposure by holdings, sectors, factors, geography, ETF look-through, and concentration.workflows/portfolio-exposure-map.md
Simulate adds, trims, hedges, shocks, and virtual portfolio states.workflows/portfolio-what-if-simulator.md

LLMQuant Data Contract

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

  • Retrieve portfolio holdings, weights, cost basis, asset types, benchmarks, and as-of dates.
  • Retrieve factor exposures, sector/geography exposures, ETF look-through holdings, risk model outputs, and scenario simulation results.
  • Retrieve prices, correlations, drawdowns, volatility, option Greeks, and hedge context when relevant.
  • Compare current, pro forma, and hypothetical portfolio states.

Fallback:

  • If portfolio APIs are unavailable, ask for a holdings table or build a structured portfolio input template.
  • Do not invent weights, holdings, factor exposures, or scenario returns.

Comments

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