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llmquant-risk

llmquant-risk

github.com/llmquantData & databases236529 installsUpdated 22w ago
Repository

About llmquant-risk

llmquant-risk is a workflow-routing skill for risk-regime analysis, hedging, panic scoring, and research-quality checks. It selects a focused workflow and uses LLMQuant Data when available, while flagging missing inputs.

Key features

  1. 01Ticker panic scoring
  2. 02VIX options-risk regimes
  3. 03Protective-put and collar hedges
  4. 04Research-quality audits
  5. 05Data-gap reporting

Use cases

  1. 01Assess panic risk for a ticker
  2. 02Interpret VIX risk conditions
  3. 03Plan protective hedges
  4. 04Find stale profiles and evidence

MCP support

The skill uses LLMQuant Data for market, options, portfolio, and research information when available. If data is unavailable, it identifies missing inputs and produces a data-limited note.

Install

Copy the command and run it in a terminal.

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

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

Bundled files

References and scripts installed along with SKILL.md.

assets/
.gitkeep
scripts/
.gitkeep
workflows/
fear-score.md
hedge-advisor.md
research-health-check.md
vix-status.md

Details

From the project README

LLMQuant Risk

This category routes risk regime, hedging, panic scoring, and research-quality workflows.

Routing Rules

  1. Identify the asset, portfolio, risk horizon, drawdown tolerance, and required decision.
  2. Select the closest workflow below.
  3. Open only the selected workflow.
  4. Use LLMQuant Data for prices, volatility, options, macro, portfolio positions, alerts, profiles, and watchlists.
  5. Report timestamps, data windows, stale notices, assumptions, and missing inputs.

Workflow Index

User intentWorkflow
Build a per-ticker panic score.workflows/fear-score.md
Translate VIX into an options-risk regime.workflows/vix-status.md
Design protective puts, collars, and put-spread hedges.workflows/hedge-advisor.md
Audit stale profiles, thesis drift, orphan themes, and outdated evidence.workflows/research-health-check.md

LLMQuant Data Contract

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

  • Retrieve price history, volatility, drawdowns, correlations, market regime, VIX context, and macro risk indicators.
  • Retrieve option chains, implied volatility history, Greeks, hedge candidates, and liquidity context.
  • Retrieve portfolio positions, watchlists, alerts, research profiles, thesis records, and stale evidence.
  • Measure hedge cost, risk reduction, concentration, and unresolved data gaps.

Fallback:

  • If portfolio or option data is unavailable, name the missing input and produce a data-limited risk note.

Comments

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