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event-driven-arbitrage

Automates event-driven arbitrage workflows for merger spreads and deal completion probabilities.

Updated Feb 10, 2026
Search Tags:#risk management#event-driven#arbitrage#quantitative trading#merger spreads#deal probability
One-click install
npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill event-driven-arbitrage
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: event-driven-arbitrage
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/event-driven-arbitrage
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill event-driven-arbitrage

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates the process of identifying and trading event-driven arbitrage opportunities, providing explicit diagnostics for deal completion probabilities and break risks.

Core Features & Use Cases

  • Event Universe Definition: Define event timelines, catalyst dates, and potential payoff states.
  • Probability Estimation: Estimate deal completion probabilities and potential break outcomes.
  • Spread Pricing & Stress Testing: Price spreads based on scenario-weighted cash flows and stress test them against timeline delays and regulatory changes.
  • Use Case: When a major corporate merger is announced, this Skill can analyze the spread between the target company's stock price and the acquisition offer, estimating the probability of the deal closing and the potential risks involved.

Quick Start

Run the event driven arbitrage diagnostics script with the input file 'input.csv' and save the output to 'diagnostics.json'.

Frequently Asked Questions about event-driven-arbitrage

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

FAQPage Schema
How do I estimate merger spread deal probability and break risk for corporate actions?▼

To estimate merger spread deal probability and break risk, this Skill automates event-driven arbitrage workflows by pricing spreads based on scenario-weighted cash flows and stress testing them against timeline delays.

What is event-driven arbitrage and when do I need to analyze special-situation pricing?▼

Event-driven arbitrage involves trading catalyst-dependent convergence spreads, such as merger spreads. You need it when analyzing corporate-action event books with probabilistic deal outcomes and potential payoff states.

How do I run quantitative diagnostics on merger spreads using Python?▼

To run quantitative diagnostics on merger spreads, execute the event-driven arbitrage diagnostics Python script with an 'input.csv' file and save the deterministic diagnostic outputs to 'diagnostics.json'.

Can I stress test event-driven spreads against regulatory changes and timeline delays?▼

Yes, you can stress test event-driven spreads against regulatory changes and timeline delays. The Skill prices spreads based on scenario-weighted cash flows to evaluate catalyst-dependent convergence risk.

What are the limitations of using event-driven arbitrage for special-situation pricing?▼

A limitation of event-driven arbitrage is its reliance on probabilistic deal outcomes; it should not be used when corporate-action event books lack clear catalyst dates or when deal completion probabilities cannot be reliably estimated.

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