corporate-events

Corporate-event trading signals are generated by quantifying major corporate actions such as mergers, buybacks, and equity incentives. This skill extracts these signals and applies windowed analysis across announcement, post-announcement, and longer horizon periods to estimate potential price impact.

Merger arbitrage in equity markets involves extracting and quantifying tradable signals from corporate mergers and related party transactions. This skill defines specific signal windows and risk controls to calibrate expected returns across defined pre- and post-announcement periods.

Assessing delisting risk involves identifying and quantifying corporate-event-driven signals specifically from potential delisting scenarios. The skill evaluates these risk events alongside insider activity to generate defined trading signals with appropriate risk controls.

Yes, you can calibrate expected returns for equity incentive plans by applying windowed analysis to the announcement. The skill quantifies these corporate-event-driven signals to outline potential trading impact and timing across defined post-announcement windows.

Yes, the skill supports scenario analysis across announcement, post-announcement, and longer horizon periods. It applies defined signal windows and risk controls to corporate actions like buybacks and mergers to estimate potential price impact and timing.