skill CX Codex

llmquant-prediction-markets — Claude Code skill for prediction markets

Q: How do I install llmquant-prediction-markets in Claude?

Run `npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a claude-code`. The skill ends up at `~/.claude/skills/llmquant-prediction-markets/SKILL.md`.

A router skill for prediction-market work: event odds, settlement criteria, cross-venue arbitrage and options-implied probabilities.

Install into Claude Code · Skills CLI (Vercel) All methods and platforms ↓

npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a claude-code

Open on GitHub

What llmquant-prediction-markets does

The skill breaks a request into its parts: event, venue, contract, settlement rule, deadline, related assets and the output you want. Then it picks one of three workflows and opens only that one — an event-probability brief, a cross-venue arbitrage check, or a comparison of market odds against options-implied and asset-implied pricing.

Market data comes from LLMQuant Data: contracts, odds, order-book depth, volume, fees, close dates, plus news, macro releases and related asset prices. Reports keep contract timestamps, settlement criteria, liquidity and market windows. If market data or settlement rules are missing, the skill will not infer fair probability or call something arbitrage — that is your cue to check what the conclusion actually rests on. Odds you type in yourself get labelled as user supplied.

Install runs through npx skills add, and the skill file lands at ~/.claude/skills/llmquant-prediction-markets/SKILL.md.

What it helps with

build an event-probability brief from market odds
check arbitrage across venues and contracts
compare prediction-market odds with options-implied pricing
pin down settlement criteria and the contract deadline
separate user-supplied odds from market data

Example prompts for the agent

Estimate the probability of this event from the contracts on that venue and write a brief
Check whether there is arbitrage between the two venues on this event
Compare the prediction-market odds with what the options are pricing in

How to install llmquant-prediction-markets

1Skills CLI (Vercel)

npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a claude-code

2Manually: put the files in place

~/.claude/skills/llmquant-prediction-markets/SKILL.md

Copy the whole skill folder; for one project use .claude/skills/llmquant-prediction-markets/

1Skills CLI (Vercel)

npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a codex

2Manually: put the files in place

.agents/skills/llmquant-prediction-markets/SKILL.md

For all projects use ~/.agents/skills/

1Skills CLI (Vercel)

npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a cursor

2Manually: put the files in place

.cursor/skills/llmquant-prediction-markets/SKILL.md

Cursor also reads .agents/skills/ and .claude/skills/

1GitHub CLI

gh skill install LLMQuant/skills llmquant-prediction-markets

2Manually: put the files in place

.github/skills/llmquant-prediction-markets/SKILL.md

1Skills CLI (Vercel)

npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a gemini-cli

2Platform CLI

gemini skills install https://github.com/LLMQuant/skills --path skills/llmquant-prediction-markets

Manually: put the files in place

.devin/skills/llmquant-prediction-markets/SKILL.md

The legacy .windsurf/skills/ path still works

Skills CLI (Vercel)

npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a opencode

Step by step, with commands for each platform: How to install skills in Claude Code: five ways

Questions about llmquant-prediction-markets

How do I install llmquant-prediction-markets in Claude?

Run npx skills add LLMQuant/skills --skill llmquant-prediction-markets -a claude-code. The skill ends up at ~/.claude/skills/llmquant-prediction-markets/SKILL.md.

What does llmquant-prediction-markets do?

It routes prediction-market requests: it identifies the event, venue and contract, then runs one of three workflows — a probability brief, an arbitrage check, or a comparison against options pricing.

What does the skill need to work?

LLMQuant Data: contracts, odds, liquidity, options, macro and news. Without market data or settlement rules it will not infer arbitrage or a fair probability.

Source text

SKILL.md · MIT

---
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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