llmquant-events

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This category routes event-driven research workflows for earnings, M&A, regulatory catalysts, and event-risk monitoring.

该模块用于路由收益、并购、监管催化剂及事件风险监控相关的事件驱动型研究工作流。

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.

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`

用户意图	工作流
构建包含准备情况、预期、期权及风险场景的收益事件简报。	`workflows/earnings-event-brief.md`
追踪并购、交易价差、审批、融资及破裂风险里程碑。	`workflows/mna-event-tracker.md`
监控监管、法律、政策、反垄断、FDA或地缘政治事件风险。	`workflows/regulatory-risk-monitor.md`

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.

优先使用可用的LLMQuant Data。工作流可能需要以下数据能力：

Fallback方案：