Llmquant Market Intelligence

LLMQuant Market Intelligence

This category contains reusable market utility workflows that can support research, trading, and portfolio decisions.

Routing Rules

• Identify whether the user needs macro context, sentiment, or event probability evidence.
• Select one workflow from the index.
• Open only the selected workflow.
• Use LLMQuant Data for all market, macro, event, options, and sentiment inputs.
• Report dates, data windows, stale notices, and missing future data contracts.

Workflow Index

| User intent | Workflow |

|---|---|

| Track cross-asset macro indicators and likely portfolio impact. | workflows/macro-view.md |

| Build a market-wide sentiment dashboard. | workflows/market-sentiment.md |

| Compare prediction-market and options-implied event probabilities. | workflows/event-probability-signals.md |

LLMQuant Data Contract

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

• Retrieve macro snapshots, macro histories, and cross-asset market prices.
• Retrieve crypto market snapshots and broader market sentiment indicators.
• Compare event probabilities from prediction markets, options-implied pricing, or user-provided probability tables.
• Track dates, frequencies, market windows, and stale-data notices.

Fallback:

• If a needed data capability is unavailable, name it explicitly and continue only with available LLMQuant Data or user-provided evidence.