LLMQuant Data
This category routes data-primitive research tasks to focused workflows. Use it when the user needs a direct LLMQuant Data-backed answer before any higher-level strategy or portfolio overlay.
Routing Rules
- Identify the user's entity, ticker, macro indicator, period, and requested deliverable.
- Select the closest workflow below.
- Open only that workflow and any explicitly referenced local resources.
- Use LLMQuant Data as the source of external facts.
- Report returned dates, filing periods, coverage notices, and missing inputs.
Workflow Index
| User intent | Workflow |
|---|---|
| Review business, risk, and MD&A evidence from a company's 10-K. | workflows/10k-risk-review.md |
| Identify top 13F managers holding a ticker and crowding signals. | workflows/ticker-smart-money-holders.md |
| Build a compact U.S. macro regime snapshot. | workflows/us-macro-snapshot.md |
| Compose a market-facing macro brief from macro, market, and research inputs. | workflows/macro-brief.md |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Read SEC filings and specific filing sections such as business, risk factors, and MD&A.
- Query 13F holder lists, manager holdings, and ownership concentration for a ticker.
- Retrieve macro indicator snapshots, histories, release dates, and metadata.
- Retrieve market prices, crypto snapshots, research knowledge, and paper/wiki context when relevant.
Fallback:
- If LLMQuant Data or a compatible data MCP is unavailable, ask for user-provided data or name the missing inputs.
- Continue only with retrieved or user-provided evidence and label inference separately.