Skill

llmquant-strategies

Routes hedge-fund and portfolio-manager strategy requests to equity long/short, long-biased, event-driven, macro, quant, or multi-strategy playbooks. Activates when LLMQuant strategy workflows are needed.

developer-tools

npx claudepluginhub llmquant/skills --plugin llmquant-skills

Popularity

Stars

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Invocation

How this skill is triggered — by the user, by Claude, or both

Slash command

/llmquant-skills:llmquant-strategies

User invocable

Model invocable

Inline context

Default effort

Context Preview

The summary Claude sees in its skill listing — used to decide when to auto-load this skill

This category routes hedge-fund and portfolio-manager strategy playbooks.

Supporting Files

workflows/equity-long-short.mdworkflows/event-driven.mdworkflows/long-biased.mdworkflows/macro.mdworkflows/multi-strategy.mdworkflows/quant.md

SKILL.md

40 lines · ~559 tokens

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Stats

LanguageShell

Stars74

Forks7

MaintenanceGood

Last CommitMay 30, 2026

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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

Concentrated long-biased ownership with structural hedges.

workflows/long-biased.md

Merger arb, spin-offs, activism, restructurings, and special situations.

workflows/event-driven.md

Cross-asset macro regime trading.

workflows/macro.md

Systematic strategy research, backtesting, overfitting control, and execution discipline.

workflows/quant.md

Pod-style capital allocation and unified risk budgeting.

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.