Llmquant Portfolio Lab
Router skill for LLMQuant portfolio-lab workflows. Use when the user needs portfolio exposure maps, what-if simulations, scenario states, or virtual portfolio comparisons.
Install
$ agentstack add skill-llmquant-skills-llmquant-portfolio-lab ✓ 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-portfolio-lab) 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 Portfolio Lab
This category routes portfolio virtualization workflows: exposure maps, scenario states, and what-if simulations for real or hypothetical portfolios.
Routing Rules
- Identify portfolio ID, holdings list, benchmark, scenario, and requested visualization/output.
- Select the closest workflow below.
- Open only that workflow and relevant local assets/scripts.
- Use LLMQuant Data for positions, prices, ETF look-through, factors, scenarios, and risk model outputs.
- Report as-of dates, model dates, benchmark, missing holdings, and unsupported asset types.
Workflow Index
| User intent | Workflow | |---|---| | Map portfolio exposure by holdings, sectors, factors, geography, ETF look-through, and concentration. | [workflows/portfolio-exposure-map.md](workflows/portfolio-exposure-map.md) | | Simulate adds, trims, hedges, shocks, and virtual portfolio states. | [workflows/portfolio-what-if-simulator.md](workflows/portfolio-what-if-simulator.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve portfolio holdings, weights, cost basis, asset types, benchmarks, and as-of dates.
- Retrieve factor exposures, sector/geography exposures, ETF look-through holdings, risk model outputs, and scenario simulation results.
- Retrieve prices, correlations, drawdowns, volatility, option Greeks, and hedge context when relevant.
- Compare current, pro forma, and hypothetical portfolio states.
Fallback:
- If portfolio APIs are unavailable, ask for a holdings table or build a structured portfolio input template.
- Do not invent weights, holdings, factor exposures, or scenario returns.
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.