mcpbeat

Llmquant Prediction Markets

llmquant/llmquant-prediction-markets

Router skill for LLMQuant prediction-market workflows. Use when the user needs event odds, settlement criteria, probability gaps, cross-market pricing, or prediction-market arbitrage review.

2k tokens
context cost
the whole folder, loaded on every use
6
files
ships runnable scripts
0
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-prediction-markets

The instruction itself

4 sections, as written by the author

LLMQuant Prediction Markets

This category routes event-probability workflows for prediction markets, options-implied probabilities, and tradable event risk.

Routing Rules

  • Identify the event, venue, contract, settlement rule, deadline, related assets, and requested output.
  • Select the closest workflow below.
  • Open only that workflow and any referenced local resources.
  • Use LLMQuant Data for prediction-market contracts, prices, liquidity, options, macro, news, and related asset prices.
  • Report contract timestamps, settlement criteria, liquidity, fees, market windows, and missing inputs.

Workflow Index

| User intent | Workflow |

|---|---|

| Produce an event probability research brief from market odds and evidence. | workflows/event-probability-brief.md |

| Check prediction-market cross-venue or contract-level arbitrage conditions. | workflows/prediction-market-arb-watch.md |

| Compare prediction-market odds with options-implied or asset-implied event pricing. | workflows/probability-vs-options-pricing.md |

LLMQuant Data Contract

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

  • Retrieve event contracts, settlement criteria, market odds, order-book depth, volume, fees, and close dates.
  • Retrieve related news, macro releases, asset prices, and issuer or sector context.
  • Retrieve options-implied probabilities, volatility, skew, and event-window pricing when available.
  • Compare venues, contracts, and outcome sets while preserving timestamp and settlement-rule differences.

Fallback:

  • If market data or settlement rules are unavailable, do not infer arbitrage or fair probability.
  • If only user-provided odds are available, label the evidence as user supplied.

How to use it

Copy the folder

Take llmquant/llmquant-prediction-markets 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.