llmquant-prediction-markets

Name: llmquant-prediction-markets
Author: llmquant

github.com/llmquantData & databases236497 installsUpdated 22w ago

About llmquant-prediction-markets

llmquant-prediction-markets is a skill for researching event probabilities across prediction markets, options pricing, and tradable event risk. Its workflows compare contracts and venues while accounting for settlement rules, timestamps, liquidity, and missing data.

Key features

01Builds event-probability research briefs
02Checks cross-venue and contract arbitrage conditions
03Compares market odds with options-implied pricing
04Reports settlement rules, liquidity, and data gaps

Use cases

01Assess evidence behind a market's event odds
02Check potential arbitrage across venues or contracts
03Compare prediction odds with options pricing
04Avoid unsupported conclusions when rules or data are missing

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/llmquant/skills --skill llmquant-prediction-markets

After installing, type/llmquant-prediction-marketsin Claude Code to confirm it loaded.

Bundled files

References and scripts installed along with SKILL.md.

assets/

.gitkeep

scripts/

.gitkeep

workflows/

event-probability-brief.md

prediction-market-arb-watch.md

probability-vs-options-pricing.md

Details

From the project README

LLMQuant Prediction Markets

This category routes event-probability workflows for prediction markets, options-implied probabilities, and tradable event risk.

Routing Rules

Identify the event, venue, contract, settlement rule, deadline, related assets, and requested output.
Select the closest workflow below.
Open only that workflow and any referenced local resources.
Use LLMQuant Data for prediction-market contracts, prices, liquidity, options, macro, news, and related asset prices.
Report contract timestamps, settlement criteria, liquidity, fees, market windows, and missing inputs.

Workflow Index

User intent	Workflow
Produce an event probability research brief from market odds and evidence.	`workflows/event-probability-brief.md`
Check prediction-market cross-venue or contract-level arbitrage conditions.	`workflows/prediction-market-arb-watch.md`
Compare prediction-market odds with options-implied or asset-implied event pricing.	`workflows/probability-vs-options-pricing.md`

LLMQuant Data Contract

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

Retrieve event contracts, settlement criteria, market odds, order-book depth, volume, fees, and close dates.
Retrieve related news, macro releases, asset prices, and issuer or sector context.
Retrieve options-implied probabilities, volatility, skew, and event-window pricing when available.
Compare venues, contracts, and outcome sets while preserving timestamp and settlement-rule differences.

Fallback:

If market data or settlement rules are unavailable, do not infer arbitrage or fair probability.
If only user-provided odds are available, label the evidence as user supplied.

Comments

Markdown supported

Details

Author: llmquant
Repository: llmquant/skills
Category: Data & databases
Installs: 497
GitHub stars: 236

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