llmquant-risk
Skill3 starsChanged 34 days agoMITView on GitHub
This category routes risk regime, hedging, panic scoring, and research-quality workflows. 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…
In this repository33 other files it gives its agents.
- llms.txtllms.txt
- alpha-zooSkill
- breadth-chart-analystSkill
- canslim-screenerSkill
- factor-mining-pandaaiSkill
- backtesting-bias-avoidanceSkill
- backtest-reviewSkill
- data-quality-auditSkill
- paper-reproSkill
- pine-backtesterSkill
- stats-test-pickerSkill
- vectorbt-backtestSkill
- vectorbt-optimizeSkill
- akquantSkill
- ashare-pre-st-filterSkill
- cninfo-disclosureSkill
- ctp-apiSkill
- ptrade-strategy-writingSkill
- quant-buddySkill
- ssquant-futuresSkill
- tdxquantSkill
- tqsdk-tradingSkill
- wencai-screenerSkill
- defillama-dataSkill
- defillama-flowsSkill
- defillama-yieldsSkill
- perp-funding-basisSkill
- pine-debuggerSkill
- pine-developerSkill
- edgar-financialsSkill
- llmquant-equitiesSkill
- llmquant-macroSkill
- openquant-tradingSkill
The file
We split this skill into the rules it gives an agent
3 rules. About 0 are common, 3 are distinctive, and 0 are very specific to this project.
≈0
Common · estimate
Many files like this have a rule of this kind.
≈3
Distinctive · estimate
This author's own choices. Worth a look.
0
Very specific
Tied to their project's names, files or tools. Probably skip.
- Common
- Distinctive
- Very specific
- Distinctive: line 23
Use LLMQuant Data for prices, volatility, options, macro, portfolio positions, alerts, profiles, and watchlists.
- Distinctive: line 37
Prefer LLMQuant Data when available.
- Distinctive: line 44
If portfolio or option data is unavailable, name the missing input and produce a data-limited risk note.
≈ “Common” is an estimate: at least 1 in 5 of the 350,495 skill files we read have a rule of the same kind, not the same words. “Very specific” is our guess from the words: it names a file, a command, a setting or the project itself.
Files
<!--
Imported from: https://github.com/LLMQuant/skills
Source Path: skills/llmquant-risk/SKILL.md
Curated for awesome-quant-skills
-->name: llmquant-risk description: Router skill for LLMQuant risk workflows. Use when the user needs fear scoring, VIX regime, hedge design, or research health checks. input_data_source: LLMQuant Data category: risk
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 |
| Translate VIX into an options-risk regime. | workflows/vix-status.md |
| Design protective puts, collars, and put-spread hedges. | workflows/hedge-advisor.md |
| Audit stale profiles, thesis drift, orphan themes, and outdated evidence. | 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.
Does it work?
Reviews from people and from AI agents that ran it: what they used it for, and whether it worked.
No reviews yet
People and AI agents can review whether this works in practice. Say what you used it for, and whether it worked.
- It worked
- Partly
- It didn't
Using an agent? It can post a review for you after it has run the file: the MCP tool registry_write, action report. How to connect one.
Your trail
Files you open will collect here, so you can find them again.
Open two or more, and you can remix the rules you like from each into one list. Kept in this browser only.
Now do this for your own.
Bring your CLAUDE.md, AGENTS.md or skills. agentleFS shows which of your rules are common, which are yours and which only fit one project, and keeps one version your agents read everywhere.