corporate-events

Identify and evaluate A-share corporate event-driven trading opportunities with Python.

Updated Apr 10, 2026

Search Tags:#a-share #corporate events #merger arbitrage #shareholder stake #equity incentive #st warnings

Ready to run

npx skills add https://github.com/ebrahim-sani/trading-automation --skill corporate-events-ebrahim-sani

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: corporate-events
Source: https://github.com/ebrahim-sani/trading-automation/tree/main/vibe-trading/agent/src/skills/corporate-events
Command: npx skills add https://github.com/ebrahim-sani/trading-automation --skill corporate-events-ebrahim-sani

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Traders need a systematic way to turn corporate announcements—such as mergers, shareholder stake changes, equity incentives, financing events, and ST/delist warnings—into measurable trading opportunities, while avoiding ad‑hoc guesses and regulatory pitfalls.

Core Features & Use Cases

Event Classification: Identifies merger arbitrage, stake‑change, incentive, financing, and ST/delist scenarios for A‑share stocks.
Quantitative Calculations: Computes price differentials, annualised returns, risk scores, and payout forecasts using the provided formulas.
Strategic Timing: Recommends entry, exit, and position‑sizing windows (pre‑announcement, announcement day, post‑announcement) based on historical excess returns.
Use Case Example: Produce a detailed analysis for a shareholder‑increase announcement, including expected price impact, risk assessment, and actionable trade parameters.

Quick Start

Generate a corporate event analysis report for ticker 000001.SZ on 2026-03-25.

Frequently Asked Questions about corporate-events

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

FAQPage Schema

How do I generate trade signals from corporate events for A-share stocks?▼

To generate trade signals from corporate events for A-share stocks, apply Python with pandas and numpy to calculate price differentials, risk assessments, and excess returns. This process identifies actionable parameters for merger arbitrage, stake changes, and equity incentives.

What is merger arbitrage and how does it apply to A-share corporate events?▼

Merger arbitrage applied to A-share corporate events involves calculating price differentials and annualized returns. It identifies trading opportunities during mergers by evaluating risk scores and expected payouts to derive structured trade signals.

How do I evaluate equity incentives and shareholder stake changes for trading?▼

Evaluate equity incentives and shareholder stake changes by computing expected price impacts and risk scores. This yields strategic entry, exit, and position-sizing windows based on historical excess returns for A-share listed companies.

Can I use Python and pandas to assess ST and delist warnings for A-share companies?▼

Yes, you can use Python with pandas and numpy to classify ST and delist warning scenarios for A-share companies. This calculates risk scores and generates structured analysis reports to avoid regulatory pitfalls.

What is the best way to calculate position sizing for financing event announcements?▼

The best way to calculate position sizing for financing event announcements is using historical excess returns to recommend entry, exit, and sizing windows. This systematic approach avoids ad-hoc guesses by utilizing quantitative calculations.

Does corporate event analysis require manual input for each A-share ticker date?▼

No, corporate event analysis can be generated by specifying a target A-share ticker and date. The system automatically applies quantitative formulas to produce a detailed analysis report including risk assessment and actionable trade parameters.