llmquant-events — Claude Code skill: market events and earnings
A router skill for event-driven research: it picks the right workflow for earnings, M&A or regulatory risk and keeps the rest out of context.
npx skills add LLMQuant/skills --skill llmquant-events -a claude-codeWhat llmquant-events does
llmquant-events does not crunch numbers itself. It reads the request, pins down the event type, issuer, asset, date and jurisdiction, then opens exactly one workflow: workflows/earnings-event-brief.md for an earnings brief, workflows/mna-event-tracker.md for deal milestones and break risk, workflows/regulatory-risk-monitor.md for legal, policy and antitrust exposure. Nothing else gets loaded.
Data comes from LLMQuant Data — event calendars, corporate actions, filings, estimates, transcripts, prices, options and implied move, deal terms, regulatory records, prediction-market odds and macro context. The skill expects the answer to carry event and filing dates, data timestamps, source periods and stale-data notices. Worth checking your access to LLMQuant Data first, because without it several conclusions have nothing to stand on.
When event-specific data is missing, the skill names the missing input instead of guessing. It will not invent dates, deal terms, legal deadlines or regulatory decisions, and it drops probability or spread calls that depend on the gap.
What it helps with
- build an earnings brief with setup, expectations and risk cases
- track M&A milestones and deal break risk
- monitor regulatory and antitrust exposure for an issuer
- line up an event calendar with macro releases
- size how one event hits several asset classes
Example prompts for the agent
- build an earnings event brief for NVDA this quarter
- track the deal milestones and break risk for this ticker
- which regulatory events matter for this name this quarter
How to install llmquant-events
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-events -a claude-code2Manually: put the files in place
~/.claude/skills/llmquant-events/SKILL.mdCopy the whole skill folder; for one project use .claude/skills/llmquant-events/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-events -a codex2Manually: put the files in place
.agents/skills/llmquant-events/SKILL.mdFor all projects use ~/.agents/skills/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-events -a cursor2Manually: put the files in place
.cursor/skills/llmquant-events/SKILL.mdCursor also reads .agents/skills/ and .claude/skills/
1GitHub CLI
gh skill install LLMQuant/skills llmquant-events2Manually: put the files in place
.github/skills/llmquant-events/SKILL.md1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-events -a gemini-cli2Platform CLI
gemini skills install https://github.com/LLMQuant/skills --path skills/llmquant-eventsManually: put the files in place
.devin/skills/llmquant-events/SKILL.mdThe legacy .windsurf/skills/ path still works
Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-events -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-events
How do I install llmquant-events in Claude?
Run npx skills add LLMQuant/skills --skill llmquant-events -a claude-code. The skill lands at ~/.claude/skills/llmquant-events/SKILL.md.
What does llmquant-events do?
It routes event-driven requests to one of three workflows: an earnings event brief, an M&A event tracker, or a regulatory risk monitor.
What do I need for it to work?
Access to LLMQuant Data for event calendars, filings, prices, options, deal terms and regulatory records. Without it the skill flags the missing input and skips conclusions that rely on it.
Source text
SKILL.md · MIT
--- name: llmquant-events description: Router skill for LLMQuant event workflows. Use when the user needs earnings event briefs, M&A tracking, regulatory risk, catalysts, event calendars, or cross-asset event impact. input_data_source: LLMQuant Data category: events --- # LLMQuant Events This category routes event-driven research workflows for earnings, M&A, regulatory catalysts, and event-risk monitoring. ## Routing Rules 1. Identify event type, issuer, asset, date, jurisdiction, affected instruments, and requested output. 2. Select the closest workflow below. 3. Open only that workflow and any referenced local resources. 4. Use LLMQuant Data for filings, prices, options, estimates, news, corporate actions, regulatory records, prediction markets, and macro context. 5. Report event dates, filing dates, data timestamps, source periods, stale notices, and missing inputs. ## Workflow Index | User intent | Workflow | |---|---| | Build an earnings-event brief with setup, expectations, options, and risk cases. | [`workflows/earnings-event-brief.md`](workflows/earnings-event-brief.md) | | Track M&A, deal spread, approvals, financing, and break-risk milestones. | [`workflows/mna-event-tracker.md`](workflows/mna-event-tracker.md) | | Monitor regulatory, legal, policy, antitrust, FDA, or geopolitical event risk. | [`workflows/regulatory-risk-monitor.md`](workflows/regulatory-risk-monitor.md) | ## LLMQuant Data Contract Prefer LLMQuant Data when available. The workflows may need these data capabilities: - Retrieve event calendars, corporate actions, filings, news, estimates, transcripts, and issuer profiles. - Retrieve price history, options, implied move, event-window returns, volume, volatility, and sentiment. - Retrieve M&A terms, deal milestones, financing, regulatory approvals, court dates, and antitrust records when available. - Retrieve prediction-market odds, macro releases, policy calendars, and cross-asset context when relevant. Fallback: - If event-specific data is unavailable, name the missing input and avoid event-probability or spread conclusions that depend on it. - Do not invent dates, deal terms, legal deadlines, or regulatory decisions.
© LLMQuant · MIT · LLMQuant/skills
