corporate-actions

Translate A-share corporate action announcements into trading signals and risk filters.

Updated Apr 14, 2026
One-click install
npx skills add https://github.com/loanntc/Paave --skill corporate-actions-loanntc
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: corporate-actions
Source: https://github.com/loanntc/Paave/tree/main/skills/corporate-events
Command: npx skills add https://github.com/loanntc/Paave --skill corporate-actions-loanntc

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill solves the problem of turning corporate event announcements into a structured, risk-aware trading analysis so you can estimate timing, signal strength, and likely post-event price behavior instead of acting on headlines.

Core Features & Use Cases

  • Merger & reorganization spread analysis: Compute merger-arbitrage spread and estimate annualized returns using implied offer vs current price and expected completion time, with approval-path risk assessment.
  • Shareholding change & incentives interpretation: Detect strengthening/weakening signals from major shareholders’增持/减持 plans and analyze equity incentive terms (exercise price, vesting conditions, dilution effects, unlock timing) for directional bias.
  • Capital-raising and delisting/st-risk screening: Evaluate定增/配股/可转债 discount or conversion dynamics and provide ST/*ST/early delisting avoidance or high-risk “摘帽” speculation filtering with concrete rules.

Quick Start

Ask the AI to analyze the trading signal and strategy for a specific A-share event (e.g., a merger plan, major shareholder buy/sell announcement, equity incentive plan, or ST-risk update) and produce an event summary, signal strength, time windows, and risk controls.

Frequently Asked Questions about corporate-actions

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate merger arbitrage spread and annualized returns for A-share reorganization events?

Merger arbitrage spread and annualized returns are calculated using the implied offer price versus current market price and expected completion time, while applying approval-path risk assessment to estimate timing and post-event price behavior.

How does equity incentive plan interpretation detect directional trading signals?

Equity incentive interpretation detects directional bias by analyzing exercise prices, vesting conditions, dilution effects, and unlock timing to determine whether the terms signal strengthening or weakening market sentiment.

What is the best way to evaluate capital raising dynamics like convertible bonds and private placements?

Evaluating capital raising dynamics involves analyzing discount or conversion dynamics for private placements, rights issues, and convertible bonds to assess their impact on equity value and identify actionable trading signals.

Can I use event-driven analysis to screen for ST and early delisting risks in A-shares?

Event-driven analysis provides concrete rules to filter ST, *ST, and early delisting risks, enabling high-risk delisting avoidance or structured speculation for companies expected to remove the ST designation.

How do major shareholder shareholding changes indicate trading signals?

Major shareholder shareholding changes indicate trading signals by detecting strengthening or weakening intentions from their announced buy or sell plans across defined pre and post event windows.

What are the limitations of using corporate event announcements for signal scoring?

Corporate event signal scoring requires guardrails for uncertainty, timing, and downside risk, as headline announcements alone do not provide the structured frameworks needed to estimate completion probability and approval paths.