# Llmquant Commodities

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

- **Type:** Skill
- **Install:** `agentstack add skill-llmquant-skills-llmquant-commodities`
- **Verified:** Yes — security-reviewed for prompt injection and unsafe behavior
- **Seller:** [LLMQuant](https://agentstack.voostack.com/s/llmquant)
- **Installs:** 0
- **Category:** [AI & ML](https://agentstack.voostack.com/c/ai-and-ml)
- **Latest version:** 0.1.0
- **License:** MIT
- **Upstream author:** [LLMQuant](https://github.com/LLMQuant)
- **Source:** https://github.com/LLMQuant/skills/tree/master/skills/llmquant-commodities
- **Website:** https://llmquantdata.com/agent

## Install

```sh
agentstack add skill-llmquant-skills-llmquant-commodities
```

Requires the [AgentStack CLI](https://agentstack.voostack.com/docs/cli). Works with Claude Code, Cursor, and any MCP-compatible agent.

## About

# LLMQuant Commodities

This category routes commodity research and futures-curve workflows. It defines the LLMQuant Data inputs required even when some commodity endpoints are future product surface.

## Routing Rules

1. Identify the commodity, contract codes, region, horizon, and output target.
2. Select the closest workflow below.
3. Open only that workflow and relevant local resources.
4. Use LLMQuant Data for spot, futures, inventory, macro, FX, and rate inputs.
5. Report contract dates, observation dates, source coverage, and missing inputs.

## Workflow Index

| User intent | Workflow |
|---|---|
| Build a commodity market brief across price, curve, inventory, macro, and equities. | [`workflows/commodity-market-lens.md`](workflows/commodity-market-lens.md) |
| Analyze futures term structure, roll yield, contango/backwardation, and curve shifts. | [`workflows/futures-curve-monitor.md`](workflows/futures-curve-monitor.md) |

## LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve commodity spot or front-month prices, recent changes, volume, and observation timestamp.
- Retrieve futures curves by contract month, including curve shape, roll yield, volume, and open interest.
- Retrieve inventory, production, demand, import/export, weather, and commodity event context.
- Retrieve macro indicators, rates, FX, inflation, growth, and related equity or ETF price proxies.

Fallback:
- If commodity data is not available, list the exact inputs needed and continue only with available macro, market, or user-provided evidence.
- Do not infer spot prices, inventories, or curve shape from memory.

## Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

- **Author:** [LLMQuant](https://github.com/LLMQuant)
- **Source:** [LLMQuant/skills](https://github.com/LLMQuant/skills)
- **License:** MIT
- **Homepage:** https://llmquantdata.com/agent

Install and usage instructions live in the source repository linked above.

## Pricing

- **Free** — Free

## Security capabilities

Automated source analysis of v0.1.0 — what this tool can access:

- **Network access:** no
- **Filesystem access:** no
- **Shell / process execution:** no
- **Environment & secrets:** no
- **Dynamic code execution:** no

*"Yes" means the capability is present in the source — more access means more to trust, not that it is unsafe.*


## Versions

- **0.1.0** — security scan: passed — Imported from the upstream source.

## Links

- Listing page: https://agentstack.voostack.com/l/skill-llmquant-skills-llmquant-commodities
- Seller: https://agentstack.voostack.com/s/llmquant
- Browse the marketplace: https://agentstack.voostack.com/browse

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Listed on AgentStack — the marketplace for AI agent skills and MCP servers. Every listing is security-reviewed. Creators keep 70%.