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llmquant-data

Name: llmquant-data
Author: llmquant

Ревизия содержимого r1 Безопасно ⚙️ Внешние команды

Route Evidence-Based Market Data Workflows

Financial research requests can become inconsistent when filing, ownership, and macro questions use different evidence standards. This skill routes each request to a focused workflow that uses dated LLMQuant Data and clearly separates retrieved facts from interpretation.

Поддерживает: Claude Codex Code(CC)

🥉 79 Бронза

Maintain this Skill? Claim it 🥉 79 Бронза

Установить с помощью моего Агента

Скопируйте этот запрос в своего Агента. Он содержит каноническую страницу Skill и манифест.

Запрос агента

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

Ваш Агент по-прежнему должен показать план и запросить все подтверждения, требуемые политикой безопасности.

Ресурсы для AI-агентов

Используйте эти ссылки, когда AI-агенту, crawler или script нужен чистый контекст вместо полной страницы.

Markdown-детали GET /skills/llmquant-llmquant-data.md Подписанный manifest GET /api/skills/llmquant-llmquant-data/manifest Подписанный lockfile GET /api/skills/llmquant-llmquant-data/lockfile

Протестировать

Использование «llmquant-data». Review the latest 10-K for ACME and focus on downside risks.

Ожидаемый результат:

A structured filing review with a bottom line, filing metadata, an evidence table, MD&A readthrough, monitoring checklist, and data-used section.

Использование «llmquant-data». Who are the largest reported 13F holders of XYZ?

Ожидаемый результат:

A holder summary with ranked managers, reported values, report periods, a crowding read, and explicit delayed-data and universe limitations.

Использование «llmquant-data». What is the current U.S. macro regime?

Ожидаемый результат:

A dated dashboard across inflation, labor, rates, growth, liquidity, and curve signals, followed by policy context, market readthrough, and watch items.

Аудит безопасности

Безопасно

v1 • 15.09.2026 Открыть версионный отчет

All four static findings are false positives caused by backtick-wrapped Markdown links in SKILL.md, not shell execution. No semantic security findings were identified in the seven scanned files.

Просканировано файлов

369

Проанализировано строк

Пункты проверки

Ложные срабатывания проигнорированы

Факторы риска

⚙️ Внешние команды (4)

SKILL.md:24 SKILL.md:25 SKILL.md:26 SKILL.md:27

Последний завершенный статический и семантический аудит не обнаружил подтвержденных проблем безопасности. Это не доказывает отсутствие побочных эффектов у навыка.

Аудитор:: codex

Поделиться и цитировать этот отчет

Делитесь версионным отчетом об оценке, нейтральным значком, встраиваемой карточкой и цитатами. Skillstore публикует доказательства, не решая, безопасен ли этот Skill.

Открыть версионный отчет

Копировать ссылку на отчёт

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

Значок Markdown

[![Skillstore security assessment](https://skillstore.io/badges/skills/llmquant-llmquant-data/security.svg)](https://skillstore.io/skills/llmquant-llmquant-data?utm_source=security_passport_badge)

Значок HTML

<a href="https://skillstore.io/skills/llmquant-llmquant-data?utm_source=security_passport_badge"><img src="https://skillstore.io/badges/skills/llmquant-llmquant-data/security.svg" alt="Skillstore security assessment" loading="lazy"></a>

Встраиваемая карточка

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

Академические ссылки (APA · BibTeX · CFF)

Цитата APA

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

Цитата BibTeX

@techreport{llmquant-llmquant-llmquant-data-2026,
  author = {llmquant},
  title = {llmquant-data security audit report (audit version 1)},
  institution = {Skillstore},
  year = {2026},
  number = {1},
  url = {https://skillstore.io/skills/llmquant-llmquant-data/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-data 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-data/audits/1"
identifiers:
  - type: other
    value: "skillstore:llmquant-llmquant-data:audit:1"
    description: "Skillstore immutable audit report identifier"

Оценка Skillstore

Почему такая оценка Достоверность доказательств: Средний

Архитектура

Сопровождаемость

Контент

Сообщество

Соответствие спецификации

Что вы можете построить

Review a Company Filing

Create a dated 10-K review covering business context, risk factors, MD&A trends, monitoring signals, and the data used.

Map Institutional Holders

Identify leading 13F managers for a ticker, assess reported concentration, and present the limits of the ownership data.

Frame the Macro Regime

Build a compact macro snapshot or market brief with dated indicators, policy context, asset implications, and risks to the view.

Попробуйте эти промпты

Start a Filing Review

Review the latest 10-K for [ticker]. Cover the business, risk factors, MD&A, filing metadata, and three monitoring signals. Use only retrieved evidence.

Find Ticker Holders

For [ticker], identify the top 13F holders in the latest available universe. Include ranking period, period of report, position values, concentration, and scope caveats.

Build a Macro Snapshot

Create a U.S. macro regime snapshot for [date]. Cover inflation, labor, rates, curve, growth, and liquidity. Show each observation date and distinguish facts from interpretation.

Write a Market Brief

Compose a market-facing macro brief for [region], [horizon], and [assets]. Combine macro history, current indicators, prices, and relevant research. State the dominant regime, contradiction, asset implications, risks, and next data.

Лучшие практики

Provide the ticker, region, time horizon, period, and desired deliverable.
Require observation dates, filing periods, coverage notices, and the exact data capabilities used.
Treat interpretations as separate from retrieved facts and state missing or unavailable inputs.

Избегать

Do not call delayed 13F data current ownership or infer short positions from missing filings.
Do not mix data frequencies or claim a regime change from one noisy observation without context.
Do not add outside facts, unsupported indicators, or policy forecasts as if they were retrieved evidence.