llmquant-prediction-markets

Router skill for LLMQuant prediction-market workflows. Use when the user needs event odds, settlement criteria, probability gaps, cross-market pricing, or prediction-market arbitrage review.

Jump to install

Repository: LLMQuant/skills
Last source activity: May 30, 2026 at 13:53
Detected SKILL.md language: English
Stars: 208
Forks: 26

Install options

The review-first prompt is selected by default. You can switch to a direct command or download a local copy.

Install with Codex or Claude Copy this prompt, paste it into Codex, Claude, or another assistant, and let it review the skill page and install it for you.

A direct command skips the review prompt. Inspect the source before running it.

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

The command stays on one line. Scroll horizontally to inspect it before copying.

Prefer a local copy? Download the files currently available to SkillsMP.

Review the source files

Read SKILL.md and any companion files shown by SkillsMP before deciding whether to install.

File Explorer

6 files

SKILL.md

Source instructions · Read-only preview

Back to search Back to installation

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.

name	llmquant-prediction-markets
description	Router skill for LLMQuant prediction-market workflows. Use when the user needs event odds, settlement criteria, probability gaps, cross-market pricing, or prediction-market arbitrage review.
input_data_source	LLMQuant Data
category	prediction-markets