LLMQuant Events
This category routes event-driven research workflows for earnings, M&A, regulatory catalysts, and event-risk monitoring.
Routing Rules
- Identify event type, issuer, asset, date, jurisdiction, affected instruments, and requested output.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for filings, prices, options, estimates, news, corporate actions, regulatory records, prediction markets, and macro context.
- 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 |
| Track M&A, deal spread, approvals, financing, and break-risk milestones. | workflows/mna-event-tracker.md |
| Monitor regulatory, legal, policy, antitrust, FDA, or geopolitical event risk. | 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.