/llmquant-risk

Router skill for LLMQuant risk workflows. Use when the user needs fear scoring, VIX regime, hedge design, or research health checks.

BOOST

llmquant@llmquant

GitHub

From plugin

llmquant-skills

23518 skills

Install

$ npx -y skills add LLMQuant/skills --skill llmquant-risk --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.
You can call itInvoke it directly when you want it.
Slash command/llmquant-risk

Context preview

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

Router skill for LLMQuant risk workflows. Use when the user needs fear scoring, VIX regime, hedge design, or research health checks.

SKILL.md

llmquant-risk.SKILL.md

name: llmquant-risk
description: Router skill for LLMQuant risk workflows. Use when the user needs fear scoring, VIX regime, hedge design, or research health checks.
input_data_source: LLMQuant Data
category: risk

LLMQuant Risk

This category routes risk regime, hedging, panic scoring, and research-quality workflows.

Routing Rules

1. Identify the asset, portfolio, risk horizon, drawdown tolerance, and required decision. 2. Select the closest workflow below. 3. Open only the selected workflow. 4. Use LLMQuant Data for prices, volatility, options, macro, portfolio positions, alerts, profiles, and watchlists. 5. Report timestamps, data windows, stale notices, assumptions, and missing inputs.

Workflow Index

| User intent | Workflow | |---|---| | Build a per-ticker panic score. | [`workflows/fear-score.md`](workflows/fear-score.md) | | Translate VIX into an options-risk regime. | [`workflows/vix-status.md`](workflows/vix-status.md) | | Design protective puts, collars, and put-spread hedges. | [`workflows/hedge-advisor.md`](workflows/hedge-advisor.md) | | Audit stale profiles, thesis drift, orphan themes, and outdated evidence. | [`workflows/research-health-check.md`](workflows/research-health-check.md) |

LLMQuant Data Contract

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

Retrieve price history, volatility, drawdowns, correlations, market regime, VIX context, and macro risk indicators.
Retrieve option chains, implied volatility history, Greeks, hedge candidates, and liquidity context.
Retrieve portfolio positions, watchlists, alerts, research profiles, thesis records, and stale evidence.
Measure hedge cost, risk reduction, concentration, and unresolved data gaps.

Fallback: