Llmquant Events
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.
Install
$ agentstack add skill-llmquant-skills-llmquant-events ✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.
Security review
✓ PassedNo issues found. Passed automated security review. · v0.1.0 How review works →
- ✓ Prompt-injection patterns
- ✓ Secret / credential exfiltration
- ✓ Dangerous shell & filesystem operations
- ✓ Untrusted network calls
- ✓ Known-malicious package signatures
What it can access
- ✓ Network access No
- ✓ Filesystem access No
- ✓ Shell / process execution No
- ✓ Environment & secrets No
- ✓ Dynamic code execution No
From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.
Verified badge
Passed review? Show it. Paste this badge into your README, it links to the public security report.
Links to your public security report.[](https://agentstack.voostack.com/security/report/skill-llmquant-skills-llmquant-events) Reliability & compatibility
Declared compatibility
Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.
We're building live execution health for every listing: tool-call success rate, median latency, uptime, and last-checked timestamps, measured, not self-reported. It isn't live yet, so we don't show numbers we can't stand behind.
How agent discovery & health will work →About
LLMQuant Events
This category routes event-driven research workflows for earnings, M&A, regulatory catalysts, and event-risk monitoring.
Routing Rules
- Identify event type, issuer, asset, date, jurisdiction, affected instruments, and requested output.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for filings, prices, options, estimates, news, corporate actions, regulatory records, prediction markets, and macro context.
- Report event dates, filing dates, data timestamps, source periods, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow | |---|---| | Build an earnings-event brief with setup, expectations, options, and risk cases. | [workflows/earnings-event-brief.md](workflows/earnings-event-brief.md) | | Track M&A, deal spread, approvals, financing, and break-risk milestones. | [workflows/mna-event-tracker.md](workflows/mna-event-tracker.md) | | Monitor regulatory, legal, policy, antitrust, FDA, or geopolitical event risk. | [workflows/regulatory-risk-monitor.md](workflows/regulatory-risk-monitor.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve event calendars, corporate actions, filings, news, estimates, transcripts, and issuer profiles.
- Retrieve price history, options, implied move, event-window returns, volume, volatility, and sentiment.
- Retrieve M&A terms, deal milestones, financing, regulatory approvals, court dates, and antitrust records when available.
- Retrieve prediction-market odds, macro releases, policy calendars, and cross-asset context when relevant.
Fallback:
- If event-specific data is unavailable, name the missing input and avoid event-probability or spread conclusions that depend on it.
- Do not invent dates, deal terms, legal deadlines, or regulatory decisions.
Source & license
This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.
- Author: LLMQuant
- Source: LLMQuant/skills
- License: MIT
- Homepage: https://llmquantdata.com/agent
Install and usage instructions live in the source repository linked above.
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Versions
- v0.1.0 Imported from the upstream source.