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From llmquant-skills
Routes event-driven research for earnings briefs, M&A tracking, regulatory risk, and cross-asset event impact using LLMQuant Data.
How this skill is triggered — by the user, by Claude, or both
Slash command
/llmquant-skills:llmquant-eventsThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
This category routes event-driven research workflows for earnings, M&A, regulatory catalysts, and event-risk monitoring.
This category routes event-driven research workflows for earnings, M&A, regulatory catalysts, and event-risk monitoring.
| User intent | Workflow |
|---|---|
| Build an earnings-event brief with setup, expectations, options, and risk cases. | workflows/earnings-event-brief.md |
| Track M&A, deal spread, approvals, financing, and break-risk milestones. | workflows/mna-event-tracker.md |
| Monitor regulatory, legal, policy, antitrust, FDA, or geopolitical event risk. | workflows/regulatory-risk-monitor.md |
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
Fallback:
npx claudepluginhub llmquant/skills --plugin llmquant-skillsHelps you track and organize upcoming financial catalysts like earnings, conferences, and macro events for a coverage universe. Automates weekly previews and risk prioritization.
Routes to macro, sentiment, or event probability workflows for market intelligence, using LLMQuant Data.
Routes broad investment research requests including company briefs, valuation, filings, transcripts, and market data into the appropriate Octagon analyst workflow.