LLMQuant

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

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.

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.

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

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.

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

Router skill for LLMQuant ETFs workflows. Use when the user needs ETF holdings, overlap, concentration, issuer snapshot, or theme exposure analysis.

Router skill for LLMQuant event workflows. Use when the user needs earnings event briefs, M&A tracking, regulatory risk, catalysts, event calendars, or cross-asset event impact.

13F filing-window monitor for tracked institutional managers. It pulls manager holdings, compares with the previous run, and adds company-news context around material position changes. Use during quarterly 13F windows.

Standing earnings-season watch for a user watchlist. It checks recent earnings and guidance news, filing metadata, and new filing text when needed. Use when the user wants Hermes to monitor reporting windows instead of manually checking each ticker.

Connect LLMQuant Data to this Hermes instance, confirm the DeepSeek baseline, smoke-test auth for zero credits, install the playbooks, and schedule the first standing job. Use when the user says "set up llmquant", "connect llmquant data", "llmquant setup", or…

Pre-open market brief with macro context, watchlist price moves, recent company news, earnings-adjacent filing checks, and overnight prediction-market odds moves. Use when the user wants Hermes to deliver a standing morning market brief instead of asking on…

Morning scan of finance prediction markets — the biggest overnight odds moves, fresh high-volume markets, and odds-news divergences worth a look. Use when the user wants a standing daily read on which prediction markets look interesting.

Weekly check-up on the user's saved holdings and profile, with price trend context, macro readings, ETF look-through, and recent company news for held names. Use when the user wants a standing portfolio-aware pulse without re-explaining holdings.

Contributor workflow for the QuantMind codebase. Covers contributor setup (environment + hooks), filing issues, commit format, pull request format, and component development across quantmind/ modules (etl, knowledge, configs, preprocess, rag, flows, mind,…