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corporate-events

Analyze corporate event announcements to generate trading signals and risk assessments for A-share markets.

Updated Jul 8, 2026
Search Tags:#finance#event-driven#trading#stock-analysis#arbitrage#a-share
One-click install
npx skills add https://github.com/hxhyyy/Vibe-Trading --skill corporate-events-hxhyyy
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: corporate-events
Source: https://github.com/hxhyyy/Vibe-Trading/tree/main/agent/src/skills/corporate-events
Command: npx skills add https://github.com/hxhyyy/Vibe-Trading --skill corporate-events-hxhyyy

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy.

What problem does it solve?

This Skill addresses the complexity of analyzing corporate announcements, helping traders identify and capitalize on market inefficiencies caused by major company events.

Core Features & Use Cases

  • Event-Driven Analysis: Evaluate the impact of mergers, acquisitions, share buybacks, and equity incentives on stock performance.
  • Risk Assessment: Identify potential ST/delisting risks and calculate arbitrage spreads for corporate restructuring.
  • Use Case: When a company announces a major share buyback or equity incentive plan, use this Skill to assess the signal strength and determine the optimal entry and exit windows based on historical A-share performance data.

Quick Start

Use the corporate-events skill to analyze the impact of the latest merger announcement for the target 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 corporate event announcements for A-share event-driven trading?▼

A-share event-driven trading analyzes corporate event announcements to generate actionable trading signals and risk assessments. It evaluates the impact of mergers, shareholding changes, equity incentives, and delisting warnings to optimize investment strategies.

Can I calculate merger arbitrage spreads for corporate restructuring using Python?▼

Yes, you can calculate merger arbitrage spreads for corporate restructuring using Python. The Skill requires pandas and numpy for quantitative data processing to evaluate historical A-share performance and assess spread viability.

Does this tool assess ST and delisting risks for A-share stocks?▼

Yes, this tool assesses ST and delisting risks for A-share stocks. It identifies potential risk signals from corporate event announcements to help market participants avoid or manage distressed equity investments.

How do I determine entry and exit windows for equity incentive plans?▼

You determine entry and exit windows for equity incentive plans by assessing the signal strength of the announcement. The Skill evaluates historical A-share performance data to establish optimal trading windows based on past market inefficiencies.

Do I need pandas and numpy to evaluate historical event-driven signals?▼

Yes, you need pandas and numpy to evaluate historical event-driven signals. These dependencies are required for the quantitative data processing necessary to analyze corporate events and calculate arbitrage spreads.

What is the best way to identify market inefficiencies from share buybacks?▼

The best way to identify market inefficiencies from share buybacks is by analyzing the event announcement impact. The Skill evaluates buyback signals against historical A-share performance to generate actionable trading strategies.

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