Agent Store
The Agent Store is a catalog of ready-made agents, curated and published by Prometheus Research Labs. Instead of building an agent from scratch, you can browse the store and download a copy into your own Agents as a starting point.
Opening the Agent Store
Click the Agent Store icon in the navigation dock on the right. The store opens to a list of every agent currently available (up to 100), with its name, type, its full description, a permanent Download column, and when it was last updated. Descriptions are shown in full — they aren't truncated. Use the search box at the top to filter by name or description.
Available agents
The store currently offers the following specialist agents, published and maintained by Prometheus Research Labs, grouped by asset class. Each is a self-contained starting point you can download and wire to your own data.
Equities
| Agent | Type | Description |
|---|---|---|
| Dynamic Hedging Specialist | Specialist | Dynamic Hedging Specialist is an expert agent for equity derivatives and dynamic hedging strategies. It combines quantitative modelling (Greeks, stochastic volatility, tail-risk overlays) with discretionary market judgement to design adaptive hedge programs. Built for portfolio managers, risk officers, and derivatives traders operating in live markets. |
| Equity Causal Analyst | Specialist | Equity Causal Analyst is a specialist quantitative research agent on the AlphaAgent platform, focused on causal factor equity strategies. It applies rigorous causal inference methodologies—including DAGs, instrumental variables, and structural causal models—to equity investing. The agent distinguishes causally-grounded factor strategies from correlation-based ones, leveraging expertise in econometrics, factor construction, and portfolio management. |
| Equity Derivatives Quant | Specialist | Equity Derivatives Quant is a senior-level specialist in equity derivatives pricing, structuring, and volatility modelling. Covers exotic products, vol surface construction, Greeks management, and systematic derivatives strategies. Expert in Black-Scholes, Heston, SABR, LSV, and rough volatility frameworks. |
| Equity Derivatives Trader | Specialist | Equity Derivatives Trader: senior-level specialist in equity options, volatility products, and structured derivatives across listed and OTC markets. Combines quantitative pricing frameworks with discretionary market judgement for institutional-grade trade analysis and risk management. |
| Equity Exotic Options Specialist | Specialist | Equity Exotic Options Specialist: senior-level exotic derivatives expert covering single-stock, index, and multi-asset structures. Specializes in pricing, structuring, risk management, and hedging across barrier options, vol products, and structured notes using stochastic vol and local vol models. |
| Equity Macro Analyst | Specialist | Equity Macro Analyst translates macroeconomic dynamics—monetary policy, growth/inflation regimes, fiscal impulses, and capital flows—into actionable equity market insights across developed and emerging markets. |
| Equity Options Pricing Specialist | Specialist | Equity Options Pricing Specialist is a quant-level agent for derivatives valuation, volatility analytics, and options pricing models. Covers Black-Scholes through Heston, SABR, and jump-diffusion frameworks. |
| Equity Portfolio Manager | Specialist | Equity Portfolio Manager specializes in systematic equity allocation across global markets, combining quantitative modelling with fundamental analysis. Offers CFA-level expertise in factor investing, portfolio construction, risk decomposition, and signal design for professional investors. |
| Equity Risk Management Specialist | Specialist | Equity Risk Management Specialist is a quantitative risk agent specializing in equity portfolio risk measurement, factor analysis, and systematic hedging strategy design using futures, options, and ETFs. |
| Equity Structuring Specialist | Specialist | Equity Structuring Specialist is an AlphaAgent platform agent by Prometheus Research Labs specializing in structured equity products. It combines deep quantitative modelling (Greeks, vol surfaces, pricing models) with seasoned market judgement across the full lifecycle of equity-linked notes and exotic derivatives. |
| Equity Technical Analyst | Specialist | Equity Technical Analyst is a specialist agent by Prometheus Research Labs focused on chart pattern recognition, technical analysis, and discretionary-quantitative equity trading strategy. It blends classical charting methodology with quantitative rigor, covering multi-timeframe analysis, momentum/mean-reversion setups, volume analysis, and risk/reward structuring. Calibrated for professional users including portfolio managers, prop traders, and quant researchers. |
| Equity Volatility Specialist | Specialist | Equity Volatility Specialist is an expert agent for volatility trading and smile dynamics across single-stock and index markets. Specializes in vol surface modeling (SVI, SABR, Heston), skew analysis, variance/dispersion strategies, and derivatives risk management for professional traders and quants. |
| Index Options Specialist | Specialist | Index Options Specialist is a senior derivatives strategist agent specializing in equity index options and futures across global markets (SPX, NDX, EuroStoxx, Nikkei, VIX). Combines systematic vol surface analysis with macro context to deliver rigorous, actionable derivatives strategy. |
| Market Making Specialist | Specialist | Market Making Specialist is an equity options market making agent with deep quant-practitioner expertise. Specializes in volatility surface construction, real-time Greeks management, spread optimization, and hedging strategies across equity, ETF, and index options. |
| Options Arbitrage Specialist | Specialist | Options Arbitrage Specialist is an AlphaAgent platform agent by Prometheus Research Labs, specializing in equity options arbitrage and relative value strategies. It operates as a senior quantitative strategist with expertise in volatility surface modelling, no-arbitrage pricing frameworks (BSM, Heston, SABR), and systematic mispricing strategies across strikes, tenors, and derivatives structures. |
Fixed Income
| Agent | Type | Description |
|---|---|---|
| Bond Mathematics Specialist | Specialist | Bond Mathematics Specialist is a fixed income quantitative analytics agent for professional users. It specializes in yield calculations, duration/convexity, spread analysis, and curve construction across government, corporate, municipal, and structured markets. Delivers rigorous, formula-driven analysis with explicit assumptions, day-count conventions, and compounding regimes. |
| Corporate Bond Specialist | Specialist | Corporate Bond Specialist is a senior credit analyst agent specializing in investment-grade and high-yield corporate debt markets. Covers fundamental credit analysis, relative value, covenant analysis, distressed debt, and capital structure assessment across US and European markets. |
| Credit Risk Specialist | Specialist | Credit Risk Specialist is a senior-level credit analysis agent covering investment-grade, high-yield, structured, and sovereign debt. Specializes in fundamental credit analysis, relative value assessment, spread trading, and capital structure evaluation across full credit cycles. |
| Duration/Convexity Specialist | Specialist | Duration/Convexity Specialist is a quantitative fixed income agent on AlphaAgent, built by Prometheus Research Labs. Specializes in interest rate risk measurement, duration/convexity analysis, immunization strategies, and LDI for fixed income portfolios. |
| Fixed Income Causal Analyst | Specialist | Fixed Income Causal Analyst specializes in causal factor analysis within fixed income markets, combining PhD-level econometrics with deep fixed income expertise. It applies rigorous causal inference frameworks—DAGs, IV methods, Granger causality, and counterfactual analysis—to government bonds, credit, rates derivatives, and more. Designed for portfolio managers, quant researchers, and risk analysts seeking mechanism-driven insights beyond correlation. |
| Fixed Income Derivatives Quant | Specialist | Fixed Income Derivatives Quant specializes in advanced derivatives engineering across interest rate and credit markets. Offers PhD-level expertise in stochastic calculus, exotic product design, and systematic pricing and risk frameworks. |
| Fixed Income Macro Analyst | Specialist | Fixed Income Macro Analyst specializes in macro drivers of interest rates and global fixed income markets. Covers G10 sovereign bonds, central bank policy, inflation dynamics, curve analysis, and term premium with senior strategist-level expertise. |
| Fixed Income Portfolio Manager | Specialist | Fixed Income Portfolio Manager specializes in systematic bond allocation across government, credit, securitised, and multi-sector markets. Combines quantitative signal development with fundamental macro and credit analysis for institutional-grade portfolio construction across rates, spreads, and structured products. |
| Fixed Income Risk Specialist | Specialist | Fixed Income Risk Specialist: senior quant risk agent for portfolio risk management and stress testing across bonds, credit, rates derivatives, and multi-sector fixed income portfolios. |
| Fixed Income Technical Analyst | Specialist | Fixed Income Technical Analyst by Prometheus Research Labs specializes in chart patterns, technical trading signals, and price action analysis across bond markets. Expert in classical charting, Elliott Wave, Market Profile, and quantitative signal construction applied to government bonds, credit, rates futures, swaps, and MBS. Built for portfolio managers, rates traders, and risk professionals requiring precise, market-ready fixed income technical analysis. |
| Government Securities Specialist | Specialist | Government Securities Specialist is a senior-level fixed income agent on AlphaAgent, specializing in Treasury bonds, sovereign debt, and credit risk across G10 and emerging markets. Combines rigorous quantitative modelling (yield curve analysis, sovereign CDS pricing, duration) with discretionary macro judgment to deliver institutional-grade fixed income analysis. |
| Interest Rate Derivatives Specialist | Specialist | Interest Rate Derivatives Specialist is an expert agent in vanilla/exotic swaps, caps, floors, swaptions, and structured rates products. Operates at senior quant/structurer level with rigorous quantitative analysis grounded in HJM, Hull-White, LMM, SABR, and Black-76 frameworks. Built for traders, quants, and risk managers requiring precise, model-driven derivatives pricing and analysis. |
| Mathematical Finance Specialist | Specialist | Mathematical Finance Specialist is a senior-level quant agent specializing in stochastic calculus, derivatives pricing, and fixed income analysis. Offers rigorous, implementation-ready guidance on SDEs, risk-neutral pricing, term structure models, and Monte Carlo methods. |
| Mortgage Securities Specialist | Specialist | MBS specialist for agency and non-agency mortgage securities analytics. Covers prepayment modelling, OAS valuation, CMO/REMIC structuring, and credit risk with senior quant-level expertise. |
| Yield Curve Specialist | Specialist | Yield Curve Specialist is an AlphaAgent platform agent by Prometheus Research Labs, focused on term structure modelling and yield curve construction across fixed income markets. It covers the full curve lifecycle including bootstrapping, interpolation, extrapolation, and model-based fitting with both mathematical rigor and market intuition. Designed for portfolio managers, rates traders, and quant developers, it operates at senior practitioner level in financial mathematics and macro rates strategy. |
Foreign Exchange (FX)
| Agent | Type | Description |
|---|---|---|
| Cross-Currency Specialist | Specialist | Cross-Currency Specialist is a senior FX strategist agent on AlphaAgent, specializing in multi-currency portfolio construction and global FX markets. Combines quantitative factor modelling (carry, momentum, value) with macro analysis covering central bank policy, capital flows, and balance of payments dynamics. |
| FX Causal Analyst | Specialist | FX Causal Analyst specializes in causal inference applied to foreign exchange markets. It identifies structural drivers of FX dynamics, designs causally-grounded trading strategies, and stress-tests relationships across G10, EM, and cross-currency contexts using econometric and causal discovery methods. |
| FX Derivatives Quant | Specialist | FX Derivatives Quant is a senior-level specialist in FX derivatives engineering, quantitative modelling, and systematic FX market analysis. Covers volatility surface construction, exotic pricing, model calibration (local vol, stochastic vol, LSV), and risk management with rigorous mathematical foundations. |
| FX Derivatives Trader | Specialist | FX Derivatives Trader is a senior-level specialist in FX derivatives trading, structuring, and analysis. Covers vanilla and exotic instruments, options pricing, volatility surfaces, Greeks, and hedging strategies with institutional-grade depth. |
| FX Exotic Options Specialist | Specialist | FX Exotic Options Specialist: prices, structures, and risk-manages barrier options, TARFs, vol swaps, and bespoke FX derivatives across G10 and EM pairs using stochastic vol models and practitioner market judgment. |
| FX Flow Trader | Specialist | FX Flow Trader is a sell-side FX specialist on AlphaAgent, covering spot, forward, and options markets. Combines quant models with desk intuition for client flow segmentation, toxicity scoring, spread construction, algo execution, and TCA. |
| FX Macro Strategist | Specialist | FX Macro Strategist is a senior-level foreign exchange analyst specializing in macroeconomic drivers of currency markets across developed and emerging markets. It combines deep institutional expertise in balance of payments, interest rate differentials, central bank policy, and cross-asset flows with practitioner-level market judgement. |
| FX Market Making Specialist | Specialist | FX Market Making Specialist is an expert agent in electronic FX market making across spot, forwards, swaps, and NDFs. Specializes in pricing models, inventory/risk management, spread optimization, flow analytics, and venue strategy at institutional tier-1 level. |
| FX Options Pricing Specialist | Specialist | FX Options Pricing Specialist is a senior quant analyst agent specializing in FX options pricing, volatility surface modelling, and structured derivatives risk analysis. Covers Black-Scholes to LSV frameworks, exotic products, and Greeks-based hedging. |
| FX Portfolio Manager | Specialist | FX Portfolio Manager is a specialist agent for systematic FX allocation across major, minor, and EM currency pairs. Combines quantitative multi-factor strategies (carry, value, momentum) with macro-fundamental analysis for institutional-grade portfolio construction, hedging, and risk management. |
| FX Risk Management Specialist | Specialist | FX Risk Management Specialist is a quantitative FX portfolio risk agent specializing in systematic hedging strategies, derivatives pricing, and statistical risk modelling for treasury and institutional finance professionals. |
| FX Structuring Specialist | Specialist | FX Structuring Specialist is an MD-level FX derivatives and structured products expert on the AlphaAgent platform by Prometheus Research Labs. Specialises in exotic options, TARFs, barriers, accumulators, and cross-currency structures across G10 and EM pairs. Combines quantitative rigour (pricing, Greeks, vol surfaces) with discretionary market judgment to design, stress-test, and optimise FX structured solutions. |
| FX Technical Analyst | Specialist | FX Technical Analyst by Prometheus Research Labs specializes in chart pattern recognition, price action, and FX market analysis. Combines classical technical theory (Dow, Elliott, Wyckoff) with quantitative validation using a discretionary-quantitative approach across all currency pairs. |
| FX Volatility Specialist | Specialist | FX Volatility Specialist is an expert quant agent specializing in FX volatility surface construction, smile dynamics, and derivatives pricing across G10 and EM currency pairs. It provides rigorous, model-driven analysis covering vol surface modelling, smile arbitrage, options pricing, and calibration with full transparency on assumptions and limitations. |
| Institutional FX Specialist | Specialist | Institutional FX Specialist: senior-level currency market analyst covering G10 and EM FX, macro flows, positioning, and options. Built for portfolio managers, traders, and treasurers. |
Commodities
| Agent | Type | Description |
|---|---|---|
| Agricultural Specialist | Specialist | Agricultural Specialist is an expert commodity analyst on AlphaAgent, specializing in grains, livestock, and softs markets. Delivers professional-grade analysis covering crop fundamentals, supply/demand dynamics, weather patterns, and seasonal price behavior for traders and agribusiness strategists. |
| Base Metals Specialist | Specialist | Base Metals Specialist is a senior-level commodities analyst agent specializing in copper, aluminum, and steel derivatives. Covers LME/CME/SHFE markets, physical mechanics, supply-demand fundamentals, and macro-driven price analysis. |
| Commodity Causal Analyst | Specialist | Commodity Causal Analyst specializes in causal factor analysis and systematic strategy development across energy, metals, agriculture, and soft commodity markets. Combines deep commodity market knowledge with causal inference, econometrics, and quantitative trading research to identify structural price drivers beyond simple correlations. |
| Commodity Derivatives Quant | Specialist | Commodity Derivatives Quant is a senior-level specialist in advanced derivatives engineering across energy, metals, agricultural, and emissions markets. Covers stochastic modelling, exotic product pricing, volatility surface calibration, and systematic strategy development with rigorous quantitative methodology. |
| Commodity Macro Analyst | Specialist | Commodity Macro Analyst specializes in macroeconomic drivers of commodity prices across energy, metals, and agricultural markets. Combines top-down macro analysis with supply-demand fundamentals, geopolitical risk, and cross-asset dynamics for institutional-grade insights. |
| Commodity Portfolio Manager | Specialist | Commodity Portfolio Manager specialises in systematic commodity allocation across energy, metals, and agriculture. Combines quantitative signal development (momentum, carry, term structure) with supply/demand fundamental analysis and risk management. |
| Commodity Risk Specialist | Specialist | Commodity Risk Specialist is an AlphaAgent platform agent by Prometheus Research Labs focused on commodity portfolio risk management and hedging strategies across energy, metals, and agricultural markets. It offers senior-level quantitative expertise in derivatives pricing, hedge ratio optimisation, and regulatory reporting (EMIR, Dodd-Frank). |
| Commodity Structuring Specialist | Specialist | Commodity Structuring Specialist designs, prices, and risk-manages structured commodity products across energy, metals, and agricultural markets. Expertise spans exotic derivatives, commodity-linked notes, tolling agreements, and volumetric/price risk solutions with deep regulatory knowledge. |
| Commodity Technical Analyst | Specialist | Commodity Technical Analyst is a specialist agent for chart pattern recognition and technical trading analysis across commodity markets. Covers energy, metals, and agricultural commodities with expertise in classical and quantitative frameworks. Combines rigorous technical inputs with contextual market judgment to deliver actionable, professional-grade trading insights. |
| Commodity Volatility Specialist | Specialist | Commodity Volatility Specialist is a quant-focused agent specializing in volatility modeling and exotic options pricing across energy, metals, and agricultural markets. Expertise spans stochastic volatility frameworks (SABR, Heston, LSV), vol surface construction, term structure modeling, and exotic derivatives pricing and hedging. |
| Energy Derivatives Specialist | Specialist | Energy Derivatives Specialist is an expert agent for pricing, structuring, and risk management across global energy markets. Covers crude oil, natural gas, power, LNG, and emissions with quantitative modelling and seasoned market judgement. |
| Energy Options Specialist | Specialist | Energy Options Specialist is a quantitative agent for pricing, risk management, and analysis of options and derivatives across oil, gas, and electricity markets. Expert in stochastic modelling, volatility surface calibration, Greeks, hedging, and energy-specific structures like Asian options, spark spreads, and swing contracts. |
| Power Markets Specialist | Specialist | Power Markets Specialist is an expert agent in electricity markets, power derivatives, and energy commodities trading. Covers European/North American wholesale markets, spot pricing, capacity markets, and OTC derivatives with deep quantitative modelling and physical fundamentals expertise. |
| Precious Metals Specialist | Specialist | Precious Metals Specialist is an AlphaAgent platform agent by Prometheus Research Labs, specializing in gold, silver, and platinum group metals (PGM) derivatives across global markets. It covers exchange-traded and OTC instruments, physical-paper basis dynamics, and macro/geopolitical drivers with senior-trader-level expertise. It combines rigorous quantitative modeling with discretionary market judgment for valuation, risk, and trade construction. |
| Weather & Climate Specialist | Specialist | Weather & Climate Specialist is an AlphaAgent platform agent by Prometheus Research Labs, specializing in weather derivatives, climate risk products, and meteorological data applied to commodity markets. Combines quantitative finance, actuarial methods, and applied meteorology to price structured weather products, design indices, and model climate risk for energy and agricultural sectors. |
Downloading an agent
Each row has a Download button. Clicking it copies that agent into your own Agents:
- The copy includes the agent's name, type, description, system prompt, and model settings.
- It is created as a brand-new agent that belongs to you — you can edit it freely without affecting the store version.
- You can download the same agent more than once; each download creates a separate copy.
After a download succeeds, a confirmation appears with an Open Agents shortcut so you can jump straight to your Agents list.
What you get — and what to do next
A downloaded agent arrives Inactive. It carries the prompt and model configuration, but it does not come pre-wired with a Knowledge Graph, Data Connectors, or an Execution Environment — those are specific to your environment. To put the agent to work:
- Open the downloaded agent from your Agents list.
- Attach a Knowledge Graph, Data Connectors, and an Execution Environment as needed.
- Activate the agent once its configuration is ready.
From that point the agent behaves exactly like one you built yourself — you can chat with it, add it to a swarm, or use it in a workflow.
Notes
- The store is read-only from your side: you download from it, but only Prometheus Research Labs publishes to it.
- New agents and updates published by Prometheus Research Labs appear automatically the next time you open the store.