LLMQuant Prediction Markets
This category routes event-probability workflows for prediction markets, options-implied probabilities, and tradable event risk.
Routing Rules
- Identify the event, venue, contract, settlement rule, deadline, related assets, and requested output.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for prediction-market contracts, prices, liquidity, options, macro, news, and related asset prices.
- 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 |
| Check prediction-market cross-venue or contract-level arbitrage conditions. | workflows/prediction-market-arb-watch.md |
| Compare prediction-market odds with options-implied or asset-implied event pricing. | 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.