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From llmquant-skills
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.
npx claudepluginhub llmquant/skills --plugin llmquant-skillsHow this skill is triggered — by the user, by Claude, or both
Slash command
/llmquant-skills:llmquant-strategiesThe 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.
Routes investor reasoning overlays (Buffett, Graham, Lynch, etc.) grounded in LLMQuant Data for valuation and fundamental analysis workflows.
Analyzes alternative investments including hedge funds, private equity, and venture capital. Covers strategies (long/short, macro), metrics (IRR, TVPI, DPI), fees (2-and-20, carry), J-curve, illiquidity premiums, and manager evaluation.
Builds financial models, backtests trading strategies, and analyzes market data with risk metrics, portfolio optimization, and statistical arbitrage.
Share bugs, ideas, or general feedback.
This category routes hedge-fund and portfolio-manager strategy playbooks.
| 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 |
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
Fallback: