llmquant-strategies
Build Institutional Portfolio Strategy Playbooks
Portfolio requests often lack a consistent framework for evidence, sizing, catalysts, and risk. This skill routes each request to a focused institutional strategy workflow.
Install with my Agent
Copy this request to your Agent. It includes the canonical Skill page and manifest.
Review the Skillstore skill "llmquant-strategies" from https://skillstore.io/skills/llmquant-llmquant-strategies.md and its manifest at https://skillstore.io/api/skills/llmquant-llmquant-strategies/manifest. Verify the artifact. You may proceed after verification, subject to the environment's own policy.Your Agent should still show its plan and request any confirmation required by the security policy.
Agent-readable resources
Use these links when an AI agent, crawler, or script needs clean context instead of reading the full page.
Test it
Using "llmquant-strategies". Build a market-neutral software pair using two named companies.
Expected outcome:
A structured pair memo covering both theses, catalysts, valuation differences, beta-adjusted sizing, factor exposures, borrow conditions, downside cases, and dated evidence.
Using "llmquant-strategies". Assess a pending acquisition with regulatory uncertainty.
Expected outcome:
A probability-weighted event memo with close and break scenarios, expected value, regulatory milestones, financing risks, sizing limits, and monitoring dates.
Using "llmquant-strategies". Allocate risk across equity, macro, and systematic sleeves.
Expected outcome:
A portfolio allocation with sleeve objectives, volatility contributions, correlation assumptions, stress scenarios, drawdown rules, liquidity constraints, and a review schedule.
Security Audit
SafeAll 18 static findings are false positives caused by Markdown links or ordinary investment terminology. The reviewed files contain prose workflows and no executable commands, environment access, reconnaissance, scheduling, or prompt injection.
Risk Factors
⚙️ External commands (6)
🔑 Env variables (7)
⚡ Contains scripts (1)
Share & cite this report
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https://skillstore.io/skills/llmquant-llmquant-strategies/audits/1?utm_source=security_passport&utm_medium=share&utm_campaign=versioned_reportMarkdown badge
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<a href="https://skillstore.io/skills/llmquant-llmquant-strategies?utm_source=security_passport_badge"><img src="https://skillstore.io/badges/skills/llmquant-llmquant-strategies/security.svg" alt="Skillstore security assessment" loading="lazy"></a>Embed card
<iframe src="https://skillstore.io/embed/skills/llmquant-llmquant-strategies.html" title="Skillstore Security Assessment" sandbox="allow-popups allow-popups-to-escape-sandbox" loading="lazy" referrerpolicy="no-referrer" width="420" height="180"></iframe>Academic citations (APA · BibTeX · CFF)
APA citation
llmquant. (2026). llmquant-strategies security audit report (audit version 1) [Author version unspecified]. Skillstore. https://skillstore.io/skills/llmquant-llmquant-strategies/audits/1BibTeX citation
@techreport{llmquant-llmquant-llmquant-strategies-2026,
author = {llmquant},
title = {llmquant-strategies security audit report (audit version 1)},
institution = {Skillstore},
year = {2026},
number = {1},
url = {https://skillstore.io/skills/llmquant-llmquant-strategies/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-strategies 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-strategies/audits/1"
identifiers:
- type: other
value: "skillstore:llmquant-llmquant-strategies:audit:1"
description: "Skillstore immutable audit report identifier"
Skillstore Score
Why this score Evidence Confidence: MediumWhat You Can Build
Construct a Paired Equity Book
Create long and short theses, identify catalysts, and define factor-neutral sizing.
Evaluate a Corporate Event
Assess deal probability, downside, timing, and position limits for a merger or restructuring.
Design a Multi-Strategy Allocation
Set sleeve allocations, drawdown limits, and stress scenarios across multiple sources of return.
Try These Prompts
I need a portfolio plan for [objective]. Identify the best workflow and list the mandate, horizon, benchmark, and risk inputs you need.
Evaluate long [company A] against short [company B]. Separate evidence from interpretation and define catalysts, valuation, beta matching, borrow risks, and exit conditions.
Analyze [corporate event] using available dated evidence. Estimate outcome probabilities, payoff scenarios, catalyst timing, financing or regulatory risks, position size, and monitoring triggers.
Allocate [capital amount] across [strategy sleeves] for [risk target]. Model correlations, capacity, liquidity, drawdown stops, stress losses, rebalancing rules, and missing data.
Best Practices
- Provide the mandate, universe, benchmark, horizon, liquidity constraints, and risk budget.
- Supply dated evidence or enable LLMQuant Data before requesting current analysis.
- Treat proposed sizing and risk limits as inputs for independent review.
Avoid
- Do not present unsupported assumptions as current market facts.
- Do not deploy a strategy without liquidity, downside, and monitoring rules.
- Do not treat generic portfolio limits as suitable for every investor.
Frequently Asked Questions
Which strategies does this skill cover?
Does it use current market data?
Can it place or automate trades?
How does it handle missing information?
Does it provide personalized financial advice?
What should a strong prompt include?
Developer Details
Author
llmquantLicense
MIT
Skillstore revision
r1
Version notice
The author did not declare a version.
Ref
5596b8361852514f98c0b4b151e3e95108416395
Maintenance freshness
9/15/2026
Usage
0 downloads · 0 views