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corporate-events

Identify and quantify event-driven trading signals from A-share corporate announcements.

Updated Aug 23, 2026
Search Tags:#event-driven#signal-detection#a-share#merger-arbitrage#corporate-actions#stock-market-analysis
One-click install
npx skills add https://github.com/prinzeval/Vibe-Trading --skill corporate-events-prinzeval
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: corporate-events
Source: https://github.com/prinzeval/Vibe-Trading/tree/main/VALENDATA/agent/src/skills/corporate-events
Command: npx skills add https://github.com/prinzeval/Vibe-Trading --skill corporate-events-prinzeval

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Translate complex corporate-event announcements into clear, data-driven trading insights and risk assessments, reducing manual research time.

Core Features & Use Cases

  • Event-driven signal generation for mergers & acquisitions, major shareholding changes, and equity incentive plans.
  • Risk analysis and scenario planning for ST/退市预警 and delisting risks.
  • Backtesting support and scenario comparison across event windows with practical examples.

Quick Start

Identify and quantify the edge from corporate events to trading signals.

Frequently Asked Questions about corporate-events

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

FAQPage Schema
How do I generate trading signals from corporate events in A-share markets?▼

Generate trading signals from corporate events by identifying and quantifying edge from mergers and acquisitions, major shareholding changes, and equity incentive plans. This translates complex corporate announcements into data-driven insights.

What is event-driven signal detection for corporate actions?▼

Event-driven signal detection is the process of translating corporate action announcements, such as financing news or delisting warnings, into clear data-driven trading insights and risk assessments to reduce manual research time.

Can I analyze delisting risks and ST warnings for A-share stocks?▼

Yes, you can analyze delisting risks and ST warnings for A-share stocks. The skill supports risk analysis and scenario planning specifically for delisting risks, helping you assess potential adverse corporate actions.

How do I backtest trading signals across event windows?▼

Backtest trading signals across event windows using the built-in backtesting support and scenario comparison features. This allows you to validate event-driven strategies against historical corporate action data with practical examples.

Does event-driven analysis work for equity incentive plans and financing announcements?▼

Yes, event-driven analysis works for equity incentive plans and financing announcements. It identifies and quantifies the trading edge from these specific corporate actions within A-share markets to detect opportunities.

What is the best way to quantify edge from mergers and acquisitions?▼

The best way to quantify edge from mergers and acquisitions is by applying event-driven signal generation to the announcements. This detects merger arbitrage opportunities and translates them into actionable trading signals.

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