Llmquant Prediction Markets
Router skill for LLMQuant prediction-market workflows. Use when the user needs event odds, settlement criteria, probability gaps, cross-market pricing, or prediction-market arbitrage review.
Install
$ agentstack add skill-llmquant-skills-llmquant-prediction-markets ✓ 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-prediction-markets) 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 Prediction Markets
This category routes event-probability workflows for prediction markets, options-implied probabilities, and tradable event risk.
Routing Rules
- Identify the event, venue, contract, settlement rule, deadline, related assets, and requested output.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for prediction-market contracts, prices, liquidity, options, macro, news, and related asset prices.
- Report contract timestamps, settlement criteria, liquidity, fees, market windows, and missing inputs.
Workflow Index
| User intent | Workflow | |---|---| | Produce an event probability research brief from market odds and evidence. | [workflows/event-probability-brief.md](workflows/event-probability-brief.md) | | Check prediction-market cross-venue or contract-level arbitrage conditions. | [workflows/prediction-market-arb-watch.md](workflows/prediction-market-arb-watch.md) | | Compare prediction-market odds with options-implied or asset-implied event pricing. | [workflows/probability-vs-options-pricing.md](workflows/probability-vs-options-pricing.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve event contracts, settlement criteria, market odds, order-book depth, volume, fees, and close dates.
- Retrieve related news, macro releases, asset prices, and issuer or sector context.
- Retrieve options-implied probabilities, volatility, skew, and event-window pricing when available.
- Compare venues, contracts, and outcome sets while preserving timestamp and settlement-rule differences.
Fallback:
- If market data or settlement rules are unavailable, do not infer arbitrage or fair probability.
- If only user-provided odds are available, label the evidence as user supplied.
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.