Llmquant Events

LLMQuant Events

This category routes event-driven research workflows for earnings, M&A, regulatory catalysts, and event-risk monitoring.

Routing Rules

• Identify event type, issuer, asset, date, jurisdiction, affected instruments, and requested output.
• Select the closest workflow below.
• Open only that workflow and any referenced local resources.
• Use LLMQuant Data for filings, prices, options, estimates, news, corporate actions, regulatory records, prediction markets, and macro context.
• Report event dates, filing dates, data timestamps, source periods, stale notices, and missing inputs.

Workflow Index

| 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 |

LLMQuant Data Contract

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

• Retrieve event calendars, corporate actions, filings, news, estimates, transcripts, and issuer profiles.
• Retrieve price history, options, implied move, event-window returns, volume, volatility, and sentiment.
• Retrieve M&A terms, deal milestones, financing, regulatory approvals, court dates, and antitrust records when available.
• Retrieve prediction-market odds, macro releases, policy calendars, and cross-asset context when relevant.

Fallback:

• If event-specific data is unavailable, name the missing input and avoid event-probability or spread conclusions that depend on it.
• Do not invent dates, deal terms, legal deadlines, or regulatory decisions.