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llmquant-strategies

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LLMQuant Strategies

LLMQuant策略

This category routes hedge-fund and portfolio-manager strategy playbooks.
本类别用于路由对冲基金和投资组合经理的策略手册。

Routing Rules

路由规则

  1. Identify strategy type, universe, mandate, horizon, benchmark, and risk budget.
  2. Select the closest workflow below.
  3. Open only the selected workflow and local resources explicitly referenced by that workflow.
  4. Use LLMQuant Data for market, macro, filings, holdings, factor, event, options, and risk inputs.
  5. Report data windows, as-of dates, stale notices, and unsupported coverage.
  1. 识别策略类型、投资范围、授权、时间horizon、基准和风险预算。
  2. 选择以下最匹配的工作流。
  3. 仅打开所选工作流以及该工作流明确引用的本地资源。
  4. 使用LLMQuant Data获取市场、宏观、filings、持仓、因子、事件、期权和风险输入数据。
  5. 报告数据窗口、截至日期、过期通知和未覆盖的范围。

Workflow Index

工作流索引

User intentWorkflow
Fundamental paired-book construction and factor-aware hedging.
workflows/equity-long-short.md
Concentrated long-biased ownership with structural hedges.
workflows/long-biased.md
Merger arb, spin-offs, activism, restructurings, and special situations.
workflows/event-driven.md
Cross-asset macro regime trading.
workflows/macro.md
Systematic strategy research, backtesting, overfitting control, and execution discipline.
workflows/quant.md
Pod-style capital allocation and unified risk budgeting.
workflows/multi-strategy.md
用户意图工作流
基本面配对手册构建及因子感知型对冲。
workflows/equity-long-short.md
集中式多头持仓搭配结构性对冲。
workflows/long-biased.md
并购套利、分拆、股东维权、重组及特殊情境。
workflows/event-driven.md
跨资产宏观regime交易。
workflows/macro.md
系统化策略研究、回测、过拟合控制及执行纪律。
workflows/quant.md
小组式资本分配及统一风险预算。
workflows/multi-strategy.md

LLMQuant Data Contract

LLMQuant数据协议

Prefer LLMQuant Data when available. The workflows may need these data capabilities:
  • Retrieve prices, fundamentals, filings, macro indicators, options context, ETF holdings, factor exposures, event feeds, borrow context, and backtest inputs.
  • Capture strategy mandate, universe, benchmark, time horizon, risk budget, liquidity, and sizing constraints.
  • Report data windows, as-of dates, stale notices, unsupported coverage, and assumptions.
Fallback:
  • If a strategy workflow needs unavailable factor, borrow, event, or backtest data, name the missing input and continue only with retrieved or user-provided evidence.
优先使用可用的LLMQuant Data。工作流可能需要以下数据能力：
  • 获取价格、基本面、filings、宏观指标、期权背景、ETF持仓、因子暴露、事件源、融券背景和回测输入数据。
  • 捕捉策略授权、投资范围、基准、时间horizon、风险预算、流动性和规模限制。
  • 报告数据窗口、截至日期、过期通知、未覆盖范围和假设条件。
Fallback:
  • 如果策略工作流需要的因子、融券、事件或回测数据不可用，需指明缺失的输入项，仅基于已获取或用户提供的证据继续执行。