Llmquant Strategies

LLMQuant Strategies

This category routes hedge-fund and portfolio-manager strategy playbooks.

Routing Rules

• Identify strategy type, universe, mandate, horizon, benchmark, and risk budget.
• Select the closest workflow below.
• Open only the selected workflow and local resources explicitly referenced by that workflow.
• Use LLMQuant Data for market, macro, filings, holdings, factor, event, options, and risk inputs.
• Report data windows, as-of dates, stale notices, and unsupported coverage.

Workflow Index

| User intent | Workflow |

|---|---|

| Fundamental paired-book construction and factor-aware hedging. | workflows/equity-long-short.md |

| Concentrated long-biased ownership with structural hedges. | workflows/long-biased.md |

| Merger arb, spin-offs, activism, restructurings, and special situations. | workflows/event-driven.md |

| Cross-asset macro regime trading. | workflows/macro.md |

| Systematic strategy research, backtesting, overfitting control, and execution discipline. | workflows/quant.md |

| Pod-style capital allocation and unified risk budgeting. | workflows/multi-strategy.md |

LLMQuant Data Contract

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

• Retrieve prices, fundamentals, filings, macro indicators, options context, ETF holdings, factor exposures, event feeds, borrow context, and backtest inputs.
• Capture strategy mandate, universe, benchmark, time horizon, risk budget, liquidity, and sizing constraints.
• Report data windows, as-of dates, stale notices, unsupported coverage, and assumptions.

Fallback:

• If a strategy workflow needs unavailable factor, borrow, event, or backtest data, name the missing input and continue only with retrieved or user-provided evidence.