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From llmquant-skills
Routes commodity research and futures-curve workflows for spot, futures curve, inventory, roll yield, and macro linkage analysis using LLMQuant Data.
npx claudepluginhub llmquant/skills --plugin llmquant-skillsHow this skill is triggered — by the user, by Claude, or both
Slash command
/llmquant-skills:llmquant-commoditiesThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
This category routes commodity research and futures-curve workflows. It defines the LLMQuant Data inputs required even when some commodity endpoints are future product surface.
Analyzes commodity markets including futures curve dynamics, roll yield, contango, backwardation, and supply/demand fundamentals for investing and ETF queries.
Routes yield curve, central-bank divergence, and FX carry workflows for LLMQuant. Use this skill for rates and FX analysis with LLMQuant Data.
Analyzes interest rate swap curves by pricing swaps at multiple tenors, overlaying government and inflation curves to compute swap spreads, decompose real rates, and identify curve trade opportunities like steepeners, flatteners, and butterflies.
Share bugs, ideas, or general feedback.
This category routes commodity research and futures-curve workflows. It defines the LLMQuant Data inputs required even when some commodity endpoints are future product surface.
| User intent | Workflow |
|---|---|
| Build a commodity market brief across price, curve, inventory, macro, and equities. | workflows/commodity-market-lens.md |
| Analyze futures term structure, roll yield, contango/backwardation, and curve shifts. | workflows/futures-curve-monitor.md |
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
Fallback: