llmquant-portfolio-lab

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

此类别用于路由投资组合虚拟化工作流：针对真实或假设投资组合的暴露映射、场景状态以及假设情景模拟。

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

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`

用户意图	工作流
按持仓、行业、因子、地域、ETF穿透分析和集中度绘制投资组合暴露映射。	`workflows/portfolio-exposure-map.md`
模拟增仓、减仓、对冲、市场冲击以及虚拟投资组合状态。	`workflows/portfolio-what-if-simulator.md`

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.

优先使用可用的LLMQuant Data。工作流可能需要以下数据能力：

备选方案：