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event-driven

Score sentiment-driven news and macro events into CSV trading signals.

Updated Apr 14, 2026
Search Tags:#csv#events#sentiment#trading-signals#time-decay#signal-aggregation
One-click install
npx skills add https://github.com/Liangwei-zhang/six-stock --skill event-driven-liangwei-zhang
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: event-driven
Source: https://github.com/Liangwei-zhang/six-stock/tree/main/Vibe-Trading/agent/src/skills/event-driven
Command: npx skills add https://github.com/Liangwei-zhang/six-stock --skill event-driven-liangwei-zhang

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

The Event-Driven Strategy integrates sentiment-scored signals from news, announcements, and macro events, enabling the LLM to act as the NLP engine and producing structured event data for signal generation.

Core Features & Use Cases

  • Event-driven scoring of news and macro updates with a CSV-based event stream
  • LLM-powered sentiment analysis aligned to a standard scoring scale
  • Weighted aggregation that blends event signals with technical indicators for robust trading decisions

Quick Start

Fetch recent news or announcements, score them using the standardized LLM prompt, generate an event CSV, and feed it into the signal engine for aggregation with the technical 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 into trading signals for backtesting?▼

To convert news sentiment into trading signals, you score event information using a standardized LLM prompt, output a structured CSV event stream, and feed it into a signal engine with time-decay and weighted aggregation.

What is the required CSV schema for event-driven signal aggregation?▼

The required CSV schema for event-driven signal aggregation includes date, event_type, score, source, and summary fields to ensure structured event data blends correctly with technical indicators.

Can I combine event-driven sentiment signals with technical indicators?▼

Yes, you can combine sentiment signals with technical indicators using weighted aggregation, blending the scored event CSV stream with technical data to produce robust trading decisions for backtests and live trading.

How does time-decay work when scoring macro event signals?▼

Time-decay reduces the influence of older scored events in the signal stream, ensuring recent news and macro updates carry more weight during aggregation with technical indicators for actionable trades.

Does event-driven signal generation require an LLM scoring prompt?▼

Yes, event-driven signal generation requires a consistent LLM scoring prompt to perform NLP sentiment analysis on news, announcements, and macro events, producing standardized scores for the event CSV.

What's the best way to generate an event stream from macro announcements?▼

The best way to generate an event stream from macro announcements is to fetch recent updates, apply a standardized LLM prompt for sentiment scoring, and export the results to a CSV file for signal aggregation.

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