Llmquant portfolio lab

LLMQuant Portfolio Lab

This category routes portfolio virtualization workflows: exposure maps, scenario states, and what-if simulations for real or hypothetical portfolios.

Routing Rules

1. Identify portfolio ID, holdings list, benchmark, scenario, and requested visualization/output.
2. Select the closest workflow below.
3. Open only that workflow and relevant local assets/scripts.
4. Use LLMQuant Data for positions, prices, ETF look-through, factors, scenarios, and risk model outputs.
5. Report as-of dates, model dates, benchmark, missing holdings, and unsupported asset types.

Workflow Index

User intent	Workflow
Map portfolio exposure by holdings, sectors, factors, geography, ETF look-through, and concentration.	workflows/portfolio-exposure-map.md
Simulate adds, trims, hedges, shocks, and virtual portfolio states.	workflows/portfolio-what-if-simulator.md

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

• Retrieve portfolio holdings, weights, cost basis, asset types, benchmarks, and as-of dates.
• Retrieve factor exposures, sector/geography exposures, ETF look-through holdings, risk model outputs, and scenario simulation results.
• Retrieve prices, correlations, drawdowns, volatility, option Greeks, and hedge context when relevant.
• Compare current, pro forma, and hypothetical portfolio states.

Fallback:

• If portfolio APIs are unavailable, ask for a holdings table or build a structured portfolio input template.
• Do not invent weights, holdings, factor exposures, or scenario returns.