event-driven-arbitrage
CommunityTrade event-driven spreads with diagnostics.
Finance & Accounting#risk management#event-driven#arbitrage#quantitative trading#merger spreads#deal probability
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates the process of identifying and trading event-driven arbitrage opportunities, providing explicit diagnostics for deal completion probabilities and break risks.
Core Features & Use Cases
- Event Universe Definition: Define event timelines, catalyst dates, and potential payoff states.
- Probability Estimation: Estimate deal completion probabilities and potential break outcomes.
- Spread Pricing & Stress Testing: Price spreads based on scenario-weighted cash flows and stress test them against timeline delays and regulatory changes.
- Use Case: When a major corporate merger is announced, this Skill can analyze the spread between the target company's stock price and the acquisition offer, estimating the probability of the deal closing and the potential risks involved.
Quick Start
Run the event driven arbitrage diagnostics script with the input file 'input.csv' and save the output to 'diagnostics.json'.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: event-driven-arbitrage Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#event-driven-arbitrage Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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