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forecasting intelligence platform for agentic traders.","maintainers":[{"name":"ruminations_j","email":"jordan@quotient.social"}],"readme":"# Quotient CLI\n\nThe forecasting intelligence platform for agentic traders.\n\nBring Quotient intelligence into your terminal or AI agent.\n\nQuery covered assets and their linked prediction markets, calibrated forecasts, published\nQuotient signals, differences between Q and market prices, and the underlying research\nbehind each forecast.\n\n## Install\n\n```sh\nnpm install --global quotient-forecasting\nquotient setup\n```\n\nSetup asks three questions: how you want to connect, whether to open your browser, and\nwhether to take the quick start. Choosing \"Create a free API key\" opens your browser, signs\nyou in, and returns the key straight to the terminal — it is never displayed or pasted by\nhand. Quick start then installs the Quotient skill for the agent clients you already have.\n\nChoose \"Customize\" instead to pick specific clients, save an X profile and public portfolio\nwallets, and opt into native MCP tools.\n\n## What you can do\n\n| | Command |\n|---|---|\n| List covered Asset metadata without forecast data ($0.005) | `quotient assets list` |\n| Search an Asset by name/ticker and summarize linked-market coverage ($0.01) | `quotient assets search \"Apple\"` |\n| Resolve up to 50 platform IDs or market keys in one batch | `quotient assets search --reference xyz:GOLD --reference polymarket:gold-2400` |\n| Search current or historical markets with a timestamped Q/venue pair | `quotient markets search \"oil\" [--as-of 2026-08-11]` |\n| Get Q's forecast for a market | `quotient forecast <market>` |\n| Resolve a Kalshi or Polymarket event URL into its exact binary contracts (free) | `quotient forecast resolve <url-or-ticker>` |\n| Generate a new forecast for one exact Kalshi or Polymarket market ($1.00) | `quotient forecast request <url-or-ref> --market 516729 --yes` |\n| Read or resume a submitted forecast job (free) | `quotient forecast status <job-id> [--wait]` |\n| See published Quotient signals | `quotient signals --today` |\n| Find where Q differs most from market prices | `quotient markets mispriced --today` |\n| Read the research behind a forecast | `quotient sources <market>` |\n| See recent forecast and research updates | `quotient updates --hours 3` |\n| Read calibrated price outlooks | `quotient outlooks [--asset wti] [--anchor weekly] [--asset-class commodity]` |\n| Read a source-aware asset stance | `quotient stance --asset wti` |\n| Review a Polymarket wallet through Q | `quotient portfolio report --wallet 0x...` |\n| Generate a daily summary with Assets carrying Q or venue-price data | `quotient digest daily` |\n| Scope a daily summary to one Asset's exact linked markets | `quotient digest daily AAPL` |\n| Profile one explicitly named X account | `quotient profile x <handle>` |\n\nAdd `--json` to any data command for structured output. Wherever a response includes a\nselected Q forecast probability, its nullable `thesis` identifies the reasoning for that\nsame forecast version. Add `--full` to print available theses in human-readable search,\nAsset, signal, spread, forecast, lookup, and portfolio output.\n\nKalshi event pages can contain many binary strike contracts, and Polymarket event pages can\ncontain many binary markets. Use `forecast resolve` to see the exact children and current\nYES bid/ask — it accepts kalshi.com and polymarket.com browser URLs (bare non-URL tickers\nare treated as Kalshi). `forecast request` never guesses: pass an exact child, or select\none from a parent event with `--market` (a Kalshi ticker, or a Polymarket market id or\nslug) or `--strike` (Kalshi ladders only). Submission returns a background job and waits by polling; the forecast itself\ncan take several minutes without holding the admission request open. The CLI writes the job\nID and progress to stderr, including with `--json`. Resume an interrupted wait with\n`quotient forecast status <job-id> --wait`; status polling is lightweight and fetches the\nfull result only after success. User requests have no\nresolution lead-time, volume, liquidity, or activity floor: a supported contract remains\neligible while it is live.\n\nName/ticker Asset search returns a coverage summary. An exact `--reference` lookup returns\nevery active market directly connected by `HAS_MARKET`, including markets where Q agrees\nwith the venue or no Q forecast exists. A linked row pairs `latest_q_probability` with its\nnullable `thesis`, `forecast_at`, and `market_odds_at_forecast`. Asset search excludes causal `AFFECTS`-only rows\nand never combines question-specific probabilities into an Asset-level probability or trade\ndirection. `market_odds` is the venue-neutral current YES probability for Polymarket\nInternational, Polymarket US, Kalshi, or HL Outcomes.\n\nNested `relationships` is a flat, non-recursive navigation envelope of exact `HAS_MARKET`,\n`ON_MARKET`, `ON_FORECAST`, and `HAS_SIGNAL` edges. Refs preserve `direction` and `via`, carry no\nprobabilities, and exclude `AFFECTS`. `via: direct` is one hop; `via: market` or `via: asset` is\nexactly one explicit two-hop path, with direction relative to that intermediate node. Each\nassets/markets/signals category is capped at 50; inspect\nits `truncated` flag. Asset search's `linked_markets` remains complete even when relationship refs\nare truncated.\n\nPortfolio report reads a Polymarket wallet only. To enrich Hyperliquid or other external\nholdings, deduplicate their stable ticker/platform IDs and pass them in one Asset search with\nrepeated `--reference` flags. A daily digest makes three serial calls—Asset search, signals,\nand mispriced markets. A target such as `AAPL`, `oil`, or `gold` scopes the latter two sections\nto exact linked `marketKey` values; it does not fan out into per-market reads.\n\n`quotient outlooks` returns the calibrated p10/p25/`median_price` (p50)/p75/p90\nprice outlook per Asset and horizon. `quotient perps` remains a deprecated alias. The\ndefault view leads with Q's published directional label and then names p25 as the bear\ncase, `median_price` as the base case, and p75 as the bull case. `--full` adds p10/p90\ntails and range coverage. `is_primary_horizon` marks the nearest still-open horizon\nwithout skipping neutral. Preserve every horizon and state disagreement across horizons.\nFor bullish/bearish comparisons, match horizons and settlement bases and rank by\n`directional_take.score_sigma`, not p50 or p75 alone. Its `label` and `strength` describe\nscore magnitude, not calibrated confidence. A directional take carries\n`is_price_signal: false`; `price_signals` is empty or contains one current call with\n`is_price_signal: true` on its exact Hyperliquid group.\n\n`--asset-class commodity` returns every covered commodity series in one call. `quotient signals` and `quotient markets mispriced`\nnarrow to one taxonomy value with `--tag` or `--category` (e.g. `--category commodities`).\nUse Asset search for an underlying's linked prediction-market intelligence.\n\nA signal is `active` or `retired` (with a reason); `--status` filters on exactly those two\nvalues. Each covered market also carries a `forecast_status` — its read against Q:\n`warning` (moved ≥25% against Q's side, measured from the worse of the signal entry and\nthe latest forecast), `caution` (≥15%), `converged` (reached Q's price), or\n`converging`/`sideways`/`diverging`. Flagged rows stay in the feed; the CLI prints the\nstatus beside each signal and relays it verbatim.\n\nPrice outlooks and asset stances group results by settlement basis. Prediction-market YES\nprices, settlement references, and execution quotes remain separate. Cross-source gaps are\nbasis observations, not arbitrage claims or conversion rates.\n\nRelease CI checks the overlapping API/CLI skill policy and verifies that every metered agent\noperation has a reviewed keyless price matching canonical OpenAPI (or an explicit deny reason):\n\n```bash\nnpm run artifacts:check -- --openapi /path/to/openapi.json --api-skill /path/to/public/skill/skill.md\n```\n\nThe API-served skill and compact CLI-installed skill use different packaging and release\nversions. `agent-artifacts.json` pins both versions plus their shared commands and source-aware\ninterpretation rules, so the check catches semantic drift without requiring byte-identical bundles.\n\n## Use it with an agent\n\nAfter setup, ask your agent naturally. Good first questions:\n\n- \"What data does Quotient have available?\"\n- \"How do I schedule daily buys for Quotient signals?\"\n- \"Give me a digest of what's going on with my portfolio.\"\n\nAnd once you know your way around:\n\n- \"What does Q forecast for this market?\"\n- \"What prediction markets are linked to Apple?\"\n- \"Gold is in my Hyperliquid portfolio—show the Asset intelligence around it.\"\n- \"Show today's commodity mispricing.\"\n- \"What research supports this forecast?\"\n\nThe Quotient skill routes the request to the right CLI command. Restart any agent session\nthat was already open before setup ran.\n\n## Managing your install\n\n```sh\nquotient login                    # browser sign-in only, leaves skills and context alone\nquotient sync                     # pull settings you saved in the Quotient console\nquotient skill update auto        # refresh the skill after upgrading the CLI\nquotient skill uninstall auto     # remove the skill; access and MCP entries are kept\nquotient status                   # check access and remaining credits\n```\n\nOrdinary commands perform a one-second, once-daily best-effort update check. New CLI or\nskill releases are announced on stderr, so human output and `--json` stdout stay stable.\nSet `QUOTIENT_DISABLE_UPDATE_CHECK=1` to disable it.\n\n## MCP is optional\n\nMCP exposes the same Quotient data as native agent tools. It can add latency because the\nagent loads more tools and context. Use it only when you want native tool discovery.\n\n```sh\nquotient mcp install auto\n```\n\nDocumentation: https://thesis.quotient.social/connect\n","readmeFilename":"README.md"}