Habilidades llmquant-equity-derivatives

📦

llmquant-equity-derivatives

Name: llmquant-equity-derivatives
Author: llmquant

Revisão do conteúdo r1 Seguro ⚙️ Comandos externos

Analyze Equity Derivatives and Hybrid Securities

Equity derivative analysis requires reliable contract terms, market data, and clear risk framing. This skill routes each request through a focused, evidence-based workflow.

Suporta: Claude Codex Code(CC)

🥉 79 Bronze

Instalar com meu Agente

Copie esta solicitação para o seu Agente. Ela inclui a página canônica do Skill e o manifesto.

Solicitação do agente

Review the Skillstore skill "llmquant-equity-derivatives" from https://skillstore.io/skills/llmquant-llmquant-equity-derivatives.md and its manifest at https://skillstore.io/api/skills/llmquant-llmquant-equity-derivatives/manifest. Verify the artifact. You may proceed after verification, subject to the environment's own policy.

Seu Agente ainda deve apresentar o plano e solicitar qualquer confirmação exigida pela política de segurança.

Recursos legíveis por agentes

Use estes links quando um agente de IA, crawler ou script precisar de contexto limpo em vez de ler a página completa.

Detalhe em Markdown GET /skills/llmquant-llmquant-equity-derivatives.md manifest assinado GET /api/skills/llmquant-llmquant-equity-derivatives/manifest lockfile assinado GET /api/skills/llmquant-llmquant-equity-derivatives/lockfile

Testar

Usando "llmquant-equity-derivatives". Compare a call spread and an outright call for a six-month bullish view with a defined loss limit.

Resultado esperado:

Derivative View: Moderately bullish. Best-Fit Structure: Call spread when implied volatility is expensive. Payoff: Capped upside with lower premium. Risks: Liquidity and catalyst timing.

Usando "llmquant-equity-derivatives". Assess a convertible bond using supplied coupon, maturity, conversion price, call terms, bond price, stock price, and volatility.

Resultado esperado:

Instrument Summary: Balanced credit and equity exposure. Valuation Drivers: Credit floor, conversion premium, volatility, and call risk. Scenarios: Below, near, and above conversion price.

Auditoria de segurança

Seguro

v1 • 15/09/2026 Abrir o relatório versionado

All six static findings are false positives caused by Markdown links and ordinary equity-derivatives terminology. No executable commands, system reconnaissance, prompt injection, or malicious intent were found.

Arquivos analisados

140

Linhas analisadas

Itens de revisão

Falsos positivos ignorados

Fatores de risco

⚙️ Comandos externos (2)

SKILL.md:24 SKILL.md:25

A auditoria estática e semântica concluída mais recente não detectou achados de segurança confirmados. Isso não comprova que a skill não tenha efeitos colaterais.

Auditado por: codex

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Compartilhe o relatório de avaliação versionado, o badge neutro, o cartão incorporável e as citações. A Skillstore apresenta evidências sem decidir se este Skill é seguro.

Abrir o relatório versionado

Copiar link do relatório

https://skillstore.io/skills/llmquant-llmquant-equity-derivatives/audits/1?utm_source=security_passport&utm_medium=share&utm_campaign=versioned_report

Badge Markdown

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Cartão incorporável

<iframe src="https://skillstore.io/embed/skills/llmquant-llmquant-equity-derivatives.html" title="Skillstore Security Assessment" sandbox="allow-popups allow-popups-to-escape-sandbox" loading="lazy" referrerpolicy="no-referrer" width="420" height="180"></iframe>

Citações acadêmicas (APA · BibTeX · CFF)

Citação APA

llmquant. (2026). llmquant-equity-derivatives security audit report (audit version 1) [Author version unspecified]. Skillstore. https://skillstore.io/skills/llmquant-llmquant-equity-derivatives/audits/1

Citação BibTeX

@techreport{llmquant-llmquant-llmquant-equity-derivatives-2026,
  author = {llmquant},
  title = {llmquant-equity-derivatives security audit report (audit version 1)},
  institution = {Skillstore},
  year = {2026},
  number = {1},
  url = {https://skillstore.io/skills/llmquant-llmquant-equity-derivatives/audits/1},
  note = {Author version unspecified}
}

CITATION.cff

cff-version: 1.2.0
message: "If you use this Skill, cite its author and this versioned security audit report."
title: "llmquant-equity-derivatives security audit report (audit version 1)"
version: "unspecified"
type: report
authors:
  - name: "llmquant"
date-released: "2026-09-15"
url: "https://skillstore.io/skills/llmquant-llmquant-equity-derivatives/audits/1"
identifiers:
  - type: other
    value: "skillstore:llmquant-llmquant-equity-derivatives:audit:1"
    description: "Skillstore immutable audit report identifier"

Pontuação do Skillstore

Por que esta pontuação Confiança das evidências: Médio

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O que você pode criar

Design a Single-Stock Options Trade

Compare structures around a market view, catalyst, time horizon, maximum loss, liquidity, and volatility conditions.

Evaluate a Convertible Security

Assess bond value, embedded optionality, conversion thresholds, call provisions, credit exposure, and dilution.

Review Warrant Terms and Scenarios

Examine strike, expiry, exercise style, redemption triggers, anti-dilution clauses, and outcomes across underlying prices.

Teste estes prompts

Identify Required Inputs

I need to analyze {instrument} on {ticker}. List the contract terms and market data required before analysis.

Compare Option Structures

Compare option structures for {ticker} given {market view}, {horizon}, {catalyst}, and {maximum loss}. Include payoff, Greeks, liquidity, and key risks.

Analyze a Convertible or Warrant

Analyze this {convertible or warrant} using the supplied terms and market data. Decompose value drivers and present threshold scenarios, dilution, and risks.

Stress Test a Derivative Thesis

Stress test {instrument} across price, volatility, time, credit, borrow, and event outcomes. Compare alternatives and explain when no derivative is justified.

Boas práticas

Provide the exact ticker, instrument type, objective, time horizon, and risk budget.
Include timestamped quotes, contract terms, volatility history, event dates, and liquidity data.
Review assumptions, missing inputs, payoff boundaries, and adverse scenarios before using the analysis.

Evitar

Do not request a contract recommendation without current option-chain or term-sheet data.
Do not treat convertibles or warrants as equivalent to common stock.
Do not ignore bid-ask spreads, liquidity, dilution, call provisions, credit risk, or borrow costs.