event-driven

Convert sentiment-scored event data into trading signals with technical indicators.

6.1k|1.2k|Updated Jun 9, 2022
One-click install
npx skills add https://github.com/charliedream1/ai_quant_trade --skill event-driven-charliedream1
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: event-driven
Source: https://github.com/charliedream1/ai_quant_trade/tree/main/a_%E5%85%A8%E7%BD%91%E4%BC%98%E7%A7%80%E8%B5%84%E6%BA%90/10_%E5%A4%A7%E6%A8%A1%E5%9E%8B/07_skill%E5%8C%85/vibe_trading_skills/event-driven
Command: npx skills add https://github.com/charliedream1/ai_quant_trade --skill event-driven-charliedream1

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Event-driven strategy that translates sentiment-scored signals from news, announcements, and macro events into trading decisions.

Core Features & Use Cases

  • Signal generation from sentiment scores and event impact
  • CSV data layer for event data with the schema date,event_type,score,source,summary
  • Signal aggregation that blends event signals with technical indicators

Quick Start

Provide a scored event entry for a recent news item and update the event CSV to trigger a corresponding trading signal.

Frequently Asked Questions about event-driven

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

FAQPage Schema
How do I convert news sentiment and macro signals into trading signals?

You can convert news sentiment into trading signals by using an LLM-based sentiment analyzer to score event information and fusing those event scores with technical indicators using a configurable signal-aggregation engine.

Can I use a CSV data layer to store event information for event-driven trading?

Yes, you can collect news, macro updates, and corporate announcements into a CSV data layer using the schema date, event_type, score, source, and summary to trigger corresponding trading signals.

How does an LLM-based sentiment analyzer work with technical indicators?

An LLM-based sentiment analyzer scores event impact from news, which is then blended with technical indicators through a signal-aggregation engine that applies configurable weights to both event and technical signals.

Do I need an ingestion pipeline to automate event-driven trading strategies?

Yes, an ingestion pipeline is required to continuously collect news, macro updates, and corporate announcements into the CSV-based data layer before the LLM sentiment analyzer and signal-aggregation engine can process them.

What is the best way to aggregate event and technical signals for market trading?

The best way to aggregate event and technical signals is using a signal-aggregation engine that blends sentiment-driven event information with technical indicators through configurable weights to output actionable trading decisions.

Why are my event-driven trading signals not reflecting the latest news sentiment?

Event-driven trading signals may lag if the ingestion pipeline fails to promptly update the event CSV data layer, or if the LLM-based sentiment analyzer and signal-aggregation engine weights are misconfigured for breaking news.