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/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.

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From plugin
llmquant-skills
23518 skills
Install
$ npx -y skills add LLMQuant/skills --skill llmquant-prediction-markets --agent claude-code

How it fires

How this skill gets triggered: by you, by Claude, or both.

  • Fires itselfAuto-invocation. Claude auto-loads it when your prompt matches the work.Auto-invocation is when the right skill fires by itself at the right moment, driven by a FLOW.md router and a hook, instead of you invoking it by name. It is the difference between a skill being installed and a skill actually getting used.Read the full definition →
  • You can call itInvoke it directly when you want it.
  • Slash command/llmquant-prediction-markets

Context preview

The summary Claude sees to decide when to auto-load this skill.

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.

SKILL.md

llmquant-prediction-markets.SKILL.md
name: llmquant-prediction-markets
description: 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.
input_data_source: LLMQuant Data
category: prediction-markets

LLMQuant Prediction Markets

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

Routing Rules

1. Identify the event, venue, contract, settlement rule, deadline, related assets, and requested output. 2. Select the closest workflow below. 3. Open only that workflow and any referenced local resources. 4. Use LLMQuant Data for prediction-market contracts, prices, liquidity, options, macro, news, and related asset prices. 5. 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`](workflows/event-probability-brief.md) | | Check prediction-market cross-venue or contract-level arbitrage conditions. | [`workflows/prediction-market-arb-watch.md`](workflows/prediction-market-arb-watch.md) | | Compare prediction-market odds with options-implied or asset-implied event pricing. | [`workflows/probability-vs-options-pricing.md`](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.
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Ships withllmquant-skills

Reusable Skills for LLMQuant Agent, Claude Code, Claude.ai, Cursor, Hermes Agent, OpenClaw and Codex, grounded in LLMQuant Data

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