About llmquant-strategies
A strategy-routing skill for hedge funds and portfolio managers. It selects a playbook for equity long-short, long-biased, event-driven, macro, quantitative, or multi-strategy work, and calls for reporting data dates, stale notices, and coverage gaps.
Key features
- 01Routes requests to strategy workflows
- 02Covers six strategy categories
- 03Uses LLMQuant Data when available
- 04Reports data dates and stale notices
- 05Identifies missing inputs and coverage
Use cases
- 01Select a workflow for a strategy mandate
- 02Structure research for a cross-asset macro strategy
- 03Continue research when factor or backtest data is unavailable
Install
Copy the command and run it in a terminal.
$
npx skills add https:/After installing, type/llmquant-strategiesin Claude Code to confirm it loaded.
Bundled files
References and scripts installed along with SKILL.md.
assets/.gitkeepscripts/.gitkeepworkflows/equity-long-short.mdevent-driven.mdlong-biased.mdmacro.mdmulti-strategy.mdquant.mdDetails
From the project READMELLMQuant Strategies
This category routes hedge-fund and portfolio-manager strategy playbooks.
Routing Rules
- Identify strategy type, universe, mandate, horizon, benchmark, and risk budget.
- Select the closest workflow below.
- Open only the selected workflow and local resources explicitly referenced by that workflow.
- Use LLMQuant Data for market, macro, filings, holdings, factor, event, options, and risk inputs.
- Report data windows, as-of dates, stale notices, and unsupported coverage.
Workflow Index
| User intent | Workflow |
|---|---|
| Fundamental paired-book construction and factor-aware hedging. | workflows/equity-long-short.md |
| Concentrated long-biased ownership with structural hedges. | workflows/long-biased.md |
| Merger arb, spin-offs, activism, restructurings, and special situations. | workflows/event-driven.md |
| Cross-asset macro regime trading. | workflows/macro.md |
| Systematic strategy research, backtesting, overfitting control, and execution discipline. | workflows/quant.md |
| Pod-style capital allocation and unified risk budgeting. | workflows/multi-strategy.md |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve prices, fundamentals, filings, macro indicators, options context, ETF holdings, factor exposures, event feeds, borrow context, and backtest inputs.
- Capture strategy mandate, universe, benchmark, time horizon, risk budget, liquidity, and sizing constraints.
- Report data windows, as-of dates, stale notices, unsupported coverage, and assumptions.
Fallback:
- If a strategy workflow needs unavailable factor, borrow, event, or backtest data, name the missing input and continue only with retrieved or user-provided evidence.
Comments
Markdown supported