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corporate-events

Analyzes corporate events to generate trading signals for the A-share market.

Updated Jun 30, 2026
Search Tags:#event-driven#risk-management#trading#arbitrage#a-share#merger
One-click install
npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill corporate-events-0xzknw
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: corporate-events
Source: https://github.com/0xZKnw/vibe-trading-tap/tree/main/agent/src/skills/corporate-events
Command: npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill corporate-events-0xzknw

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy.

What problem does it solve?

This skill addresses the complexity of analyzing fragmented corporate announcements, helping traders identify actionable signals from mergers, equity incentives, and shareholder changes while avoiding high-risk traps like ST or delisting.

Core Features & Use Cases

  • Event-Driven Analysis: Evaluate the impact of mergers, acquisitions, and spin-offs on stock price volatility.
  • Signal Extraction: Monitor major shareholder增减持 (increase/decrease) and equity incentive plans to gauge management confidence.
  • Risk Assessment: Automatically flag potential ST or delisting risks based on financial performance and regulatory warnings.

Quick Start

Use the corporate-events skill to analyze the impact of the latest merger announcement for the specified stock ticker.

Frequently Asked Questions about corporate-events

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

FAQPage Schema
How do I analyze A-share corporate events for actionable trading signals?▼

To generate event-driven trading signals, you analyze corporate events like mergers, acquisitions, and shareholder changes to evaluate their impact on stock price volatility. This process extracts actionable trading signals from fragmented A-share announcements.

What is the best way to calculate arbitrage spreads from merger announcements?▼

Calculating arbitrage spreads from merger announcements involves utilizing financial data processing to evaluate the significance of management-led stock movements. This determines the potential profit margin between the current trading price and the proposed merger terms.

How do I assess ST and delisting risks for A-share stocks?▼

You assess ST and delisting risks by automatically flagging potential risks based on financial performance and regulatory warnings. This risk assessment identifies high-risk traps within the A-share market context.

Does this event-driven trading analysis work with pandas and numpy?▼

Yes, event-driven trading analysis operates using pandas and numpy to handle financial data processing. These dependencies support calculating arbitrage spreads and evaluating management-led stock movements within the A-share market.

What is event-driven risk management for A-share mergers and acquisitions?▼

Event-driven risk management for A-share mergers is the process of analyzing corporate-level events to evaluate stock volatility and flag high-risk scenarios. It identifies actionable signals while avoiding ST or delisting traps.

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