Aggregate yfinance feeds into structured catalyst timelines with event windows.
npx skills add https://github.com/phanijapps/zbot --skill yf-catalysts
Please help me install this Agent Skill. Skill: yf-catalysts Source: https://github.com/phanijapps/zbot/tree/main/gateway/templates/skills/yf-catalysts Command: npx skills add https://github.com/phanijapps/zbot --skill yf-catalysts
Automates the construction of structured catalyst timelines by aggregating yfinance feeds (news, earnings, and analyst actions) and analyzing reaction windows around each event.
Provide a ticker and date range to generate a catalyst timeline with event windows and impact scores.
High-intent search queries and answers about installing and using this skill.
You identify price catalysts by aggregating yfinance feeds like ticker.news, ticker.calendar, and earnings dates, then normalizing timestamps to UTC and deduplicating events to build a structured catalyst timeline.
Yes, you can calculate reaction metrics by building default event windows from -5 days to +5 days around each event, which outputs gap, forward returns, and volatility metrics with a scored impact.
Mapping sentiment shifts to market behavior involves aggregating analyst actions and news feeds, calculating reaction metrics within event windows, and generating a narrative summary with confidence notes and scored impact.
No, yf-catalysts handles timestamp normalization to UTC and deduplication automatically during the aggregation of yfinance feeds, ensuring event windows and reaction metrics are calculated accurately.
You generate a structured catalyst timeline by providing a stock ticker and date range, which aggregates yfinance feeds, computes reaction metrics, and produces a timeline with impact scores and confidence notes.
kavi-linAnalyze US stock tickers for fundamentals and technicals using yfinance data.
ovachieverVisualize ML training metrics and debugging signals via interactive dashboards.
0xZKnwQuantify geopolitical risk signals and identify crisis precursors for trading strategies.
xjtulycEstimate abnormal returns and test event significance with CAR and BHAR.
