Llmquant Equity Derivatives Agent Skill

Router skill for LLMQuant equity derivatives workflows. Use when the user needs single-stock derivative, convertible, warrant, structured payoff, or hybrid security analysis.

1k tokens

context cost

the whole folder, loaded on every use

files

ships runnable scripts

copies elsewhere

how many repositories repackaged it

183

stars on the repo

on the repository, not the skill itself

Install

one command, takes just this skill from the repository

npx skills add https://github.com/LLMQuant/skills --skill llmquant-equity-derivatives

The instruction itself

4 sections, as written by the author

LLMQuant Equity Derivatives

This category routes single-stock derivative and hybrid security workflows. It covers payoff, optionality, dilution, borrow, volatility, and catalyst alignment.

Routing Rules

Identify the underlying ticker, derivative type, maturity, strike/conversion terms, and objective.
Select the closest workflow below.
Open only that workflow and any relevant local resources.
Use LLMQuant Data for underlying prices, option chains, volatility, borrow, corporate actions, convertibles, and warrants.
Report contract terms, valuation dates, assumptions, stale notices, and missing inputs.

Workflow Index

| User intent | Workflow |

|---|---|

| Build a single-stock derivative trade playbook with payoff, Greeks, catalysts, and risk. | workflows/single-stock-derivative-playbook.md |

| Analyze convertibles, warrants, or hybrid equity-linked securities. | workflows/convertible-and-warrant-lens.md |

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

Retrieve underlying equity prices, realized volatility, drawdowns, liquidity, and corporate actions.
Retrieve option chains, implied volatility history, Greeks, borrow costs, and event calendars.
Retrieve convertible, warrant, rights, and hybrid-security term sheets, including strike, maturity, conversion, redemption, and anti-dilution terms.
Retrieve credit context, issuer fundamentals, and filing evidence when relevant.

Fallback:

If derivative terms are unavailable, state the exact term sheet fields needed and do not estimate them from memory.

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How to use it

Copy the folder

Take llmquant/llmquant-equity-derivatives from the repository into ~/.claude/skills for personal use, or into .claude/skills inside a project.

Check the name does not clash

The agent identifies a skill by the name field in its header. Two skills with the same name cannot sit side by side — one of them will be ignored.