llmquant-commodities — Claude Code skill: what it does, how to install
Routes commodity market briefs, futures curves, roll yields, and inventory workflows. Keeps quantitative commodity analysis grounded in verified data.
npx skills add LLMQuant/skills --skill llmquant-commodities -a claude-codeWhat llmquant-commodities does
This skill acts as a router for commodity research workflows. When triggered, the agent identifies the commodity, contract codes, region, and horizon. It then opens only the relevant workflow: workflows/commodity-market-lens.md for broader market briefs or workflows/futures-curve-monitor.md for term structure, contango, and curve shifts.
Data contracts prioritize LLMQuant Data inputs. The workflows pull spot prices, contract curves, roll yields, volumes, open interest, and macro context. Each output explicitly reports contract dates, observation timestamps, and coverage gaps.
Strict fallback rules prevent hallucinations. If commodity data is unavailable, the agent must list the missing inputs rather than invent numbers. Inferring spot prices, inventory levels, or curve structures from internal memory is strictly prohibited.
What it helps with
- route commodity research to the correct market brief or curve workflow
- monitor futures term structure, contango, backwardation, and roll yields
- cross-reference commodity prices with inventory, macro, and FX inputs
- prevent model hallucinations when spot prices or curve metrics are missing
Example prompts for the agent
- Run a commodity market brief for crude oil covering prices, inventories, and macro drivers
- Analyze the natural gas futures curve to evaluate roll yield and contango shifts
- Check term structure and open interest changes across copper contract months
How to install llmquant-commodities
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-commodities -a claude-code2Manually: put the files in place
~/.claude/skills/llmquant-commodities/SKILL.mdCopy the whole skill folder; for one project use .claude/skills/llmquant-commodities/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-commodities -a codex2Manually: put the files in place
.agents/skills/llmquant-commodities/SKILL.mdFor all projects use ~/.agents/skills/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-commodities -a cursor2Manually: put the files in place
.cursor/skills/llmquant-commodities/SKILL.mdCursor also reads .agents/skills/ and .claude/skills/
1GitHub CLI
gh skill install LLMQuant/skills llmquant-commodities2Manually: put the files in place
.github/skills/llmquant-commodities/SKILL.md1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-commodities -a gemini-cli2Platform CLI
gemini skills install https://github.com/LLMQuant/skills --path skills/llmquant-commoditiesManually: put the files in place
.devin/skills/llmquant-commodities/SKILL.mdThe legacy .windsurf/skills/ path still works
Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-commodities -a opencodeClaude.ai
Zip the folder and upload it in Settings → Capabilities → Skills
Step by step, with commands for each platform: How to install skills in Claude Code: five ways
Questions about llmquant-commodities
How to install llmquant-commodities in Claude Code?
Run npx skills add LLMQuant/skills --skill llmquant-commodities -a claude-code in your terminal.
What workflows does llmquant-commodities route to?
It routes queries to workflows/commodity-market-lens.md for market overviews or workflows/futures-curve-monitor.md for term structure analysis.
What happens if commodity data is unavailable?
The agent lists required missing inputs and continues only with confirmed evidence. Guessing spot prices or curve shapes from memory is prohibited.
Source text
SKILL.md · MIT
--- name: llmquant-commodities description: Router skill for LLMQuant commodities workflows. Use when the user needs commodity spot, futures curve, inventory, roll yield, or macro linkage analysis. input_data_source: LLMQuant Data category: commodities --- # LLMQuant Commodities This category routes commodity research and futures-curve workflows. It defines the LLMQuant Data inputs required even when some commodity endpoints are future product surface. ## Routing Rules 1. Identify the commodity, contract codes, region, horizon, and output target. 2. Select the closest workflow below. 3. Open only that workflow and relevant local resources. 4. Use LLMQuant Data for spot, futures, inventory, macro, FX, and rate inputs. 5. Report contract dates, observation dates, source coverage, and missing inputs. ## Workflow Index | User intent | Workflow | |---|---| | Build a commodity market brief across price, curve, inventory, macro, and equities. | [`workflows/commodity-market-lens.md`](workflows/commodity-market-lens.md) | | Analyze futures term structure, roll yield, contango/backwardation, and curve shifts. | [`workflows/futures-curve-monitor.md`](workflows/futures-curve-monitor.md) | ## LLMQuant Data Contract Prefer LLMQuant Data when available. The workflows may need these data capabilities: - Retrieve commodity spot or front-month prices, recent changes, volume, and observation timestamp. - Retrieve futures curves by contract month, including curve shape, roll yield, volume, and open interest. - Retrieve inventory, production, demand, import/export, weather, and commodity event context. - Retrieve macro indicators, rates, FX, inflation, growth, and related equity or ETF price proxies. Fallback: - If commodity data is not available, list the exact inputs needed and continue only with available macro, market, or user-provided evidence. - Do not infer spot prices, inventories, or curve shape from memory.
© LLMQuant · MIT · LLMQuant/skills
