Install
$ agentstack add skill-llmquant-skills-llmquant-risk ✓ 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.
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 Risk
This category routes risk regime, hedging, panic scoring, and research-quality workflows.
Routing Rules
- Identify the asset, portfolio, risk horizon, drawdown tolerance, and required decision.
- Select the closest workflow below.
- Open only the selected workflow.
- Use LLMQuant Data for prices, volatility, options, macro, portfolio positions, alerts, profiles, and watchlists.
- Report timestamps, data windows, stale notices, assumptions, and missing inputs.
Workflow Index
| User intent | Workflow | |---|---| | Build a per-ticker panic score. | [workflows/fear-score.md](workflows/fear-score.md) | | Translate VIX into an options-risk regime. | [workflows/vix-status.md](workflows/vix-status.md) | | Design protective puts, collars, and put-spread hedges. | [workflows/hedge-advisor.md](workflows/hedge-advisor.md) | | Audit stale profiles, thesis drift, orphan themes, and outdated evidence. | [workflows/research-health-check.md](workflows/research-health-check.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve price history, volatility, drawdowns, correlations, market regime, VIX context, and macro risk indicators.
- Retrieve option chains, implied volatility history, Greeks, hedge candidates, and liquidity context.
- Retrieve portfolio positions, watchlists, alerts, research profiles, thesis records, and stale evidence.
- Measure hedge cost, risk reduction, concentration, and unresolved data gaps.
Fallback:
- If portfolio or option data is unavailable, name the missing input and produce a data-limited risk note.
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.