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llmquant-strategies

스타159

포크18

업데이트2026년 5월 30일 13:53

Router skill for LLMQuant hedge-fund and PM strategy workflows. Use when the user needs equity long/short, long-biased, event-driven, macro, quant, or multi-strategy playbooks.

설치

Codex 또는 Claude로 설치 이 Prompt를 복사해 Codex, Claude 또는 다른 어시스턴트에 붙여 넣으면 Skill 페이지를 검토하고 설치를 진행할 수 있습니다.

Manus에서 실행

출처

LLMQuant

LLMQuant/skills

GitHub 저장소 열기 Creator 저장소 보기

다운로드

Manus에서 실행

LLMQuant 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.

이 저장소의 다른 Skills

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llmquant-commodities

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Router skill for LLMQuant commodities workflows. Use when the user needs commodity spot, futures curve, inventory, roll yield, or macro linkage analysis.

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Router skill for LLMQuant credit workflows. Use when the user needs issuer credit review, spread regime analysis, high-yield stress monitoring, default risk, debt maturity, or covenant context.

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llmquant-crypto

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Router skill for LLMQuant crypto workflows. Use when the user needs crypto market regime analysis, token research, perpetual funding, basis, leverage, liquidity, or cross-asset crypto context.

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Router skill for LLMQuant Data primitive workflows. Use when the user needs SEC filings, 13F holders, macro snapshots, or source-grounded macro briefs.

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llmquant-equities

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Router skill for LLMQuant equities workflows. Use when the user needs stock analysis, equity comparison, research memos, merger-arb memos, or sell/take-profit work.

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llmquant-equity-derivatives

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Router skill for LLMQuant equity derivatives workflows. Use when the user needs single-stock derivative, convertible, warrant, structured payoff, or hybrid security analysis.

2026-05-30159

name	llmquant-strategies
description	Router skill for LLMQuant hedge-fund and PM strategy workflows. Use when the user needs equity long/short, long-biased, event-driven, macro, quant, or multi-strategy playbooks.
input_data_source	LLMQuant Data
category	strategies

LLMQuant 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.