event-driven

Convert news and macro updates into structured event-driven trading signals.

Updated May 15, 2026

Search Tags:#event-driven #trading-signals #sentiment-analysis #signal-aggregation #csv-workflow #news-scoring

Ready to run

npx skills add https://github.com/philipcoller-777/Vibe-Trading-TV2 --skill event-driven-philipcoller-777

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: event-driven
Source: https://github.com/philipcoller-777/Vibe-Trading-TV2/tree/main/agent/src/skills/event-driven
Command: npx skills add https://github.com/philipcoller-777/Vibe-Trading-TV2 --skill event-driven-philipcoller-777

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Convert real-time news, announcements, and macro updates into structured, actionable trading signals by scoring events with a standardized prompt and aggregating them for consistent decision-making.

Core Features & Use Cases

Event scoring: LLM-based sentiment assessment of news and macro updates to quantify impact.
CSV data layer: Outputs a standardized event CSV with fields date, event_type, score, source, summary.
Signal integration: Applies time decay to event signals and blends them with technical indicators using weighted aggregation for backtesting and live trading.
Use Case: Build event-driven strategies around earnings releases, policy changes, and major announcements.

Quick Start

Fetch the latest news and macro updates, score their impact, and generate the event CSV plus a blended signal for immediate trading decisions.

Frequently Asked Questions about event-driven

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

FAQPage Schema

How do I convert real-time news into event-driven trading signals?▼

To convert real-time news into event-driven trading signals, you can use an LLM-based scoring prompt to assess sentiment and output a standardized event CSV containing the date, event type, score, source, and summary for structured decision-making.

What is time decay in signal aggregation for backtesting?▼

Time decay in signal aggregation is a mechanism that reduces the weight of older event signals over time. It blends these scores with technical indicators using weighted aggregation to produce a combined signal for backtesting and live trading.

How do I build a trading strategy around earnings releases and macro announcements?▼

You can build a trading strategy around earnings releases and macro announcements by scoring the impact of these events using a standardized prompt, generating an event CSV, and blending the resulting signals with technical indicators for consistent decision-making.

Can I use sentiment analysis CSV files for live trading workflows?▼

Yes, you can use sentiment analysis CSV files for live trading workflows. The generated event CSV follows a standardized schema and integrates with a signal engine that applies weighted aggregation to support both backtesting and live trading environments.

Does event-driven signal generation work without external technical indicator data?▼

Event-driven signal generation can produce a standalone event CSV and sentiment score without external data, but the signal engine is designed to blend event scores with technical indicators using weighted aggregation to output a fully combined trading signal.