Llmquant Strategies
Router skill for LLMQuant hedge-fund and PM strategy workflows. Use when the user needs equity long/short, long-biased, event-driven, macro, quant, or multi-strategy playbooks.
Install
$ agentstack add skill-llmquant-skills-llmquant-strategies ✓ 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-strategies) 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 Strategies
This category routes hedge-fund and portfolio-manager strategy playbooks.
Routing Rules
- Identify strategy type, universe, mandate, horizon, benchmark, and risk budget.
- Select the closest workflow below.
- Open only the selected workflow and local resources explicitly referenced by that workflow.
- Use LLMQuant Data for market, macro, filings, holdings, factor, event, options, and risk inputs.
- Report data windows, as-of dates, stale notices, and unsupported coverage.
Workflow Index
| User intent | Workflow | |---|---| | Fundamental paired-book construction and factor-aware hedging. | [workflows/equity-long-short.md](workflows/equity-long-short.md) | | Concentrated long-biased ownership with structural hedges. | [workflows/long-biased.md](workflows/long-biased.md) | | Merger arb, spin-offs, activism, restructurings, and special situations. | [workflows/event-driven.md](workflows/event-driven.md) | | Cross-asset macro regime trading. | [workflows/macro.md](workflows/macro.md) | | Systematic strategy research, backtesting, overfitting control, and execution discipline. | [workflows/quant.md](workflows/quant.md) | | Pod-style capital allocation and unified risk budgeting. | [workflows/multi-strategy.md](workflows/multi-strategy.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve prices, fundamentals, filings, macro indicators, options context, ETF holdings, factor exposures, event feeds, borrow context, and backtest inputs.
- Capture strategy mandate, universe, benchmark, time horizon, risk budget, liquidity, and sizing constraints.
- Report data windows, as-of dates, stale notices, unsupported coverage, and assumptions.
Fallback:
- If a strategy workflow needs unavailable factor, borrow, event, or backtest data, name the missing input and continue only with retrieved or user-provided evidence.
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.