longbridge-event-strategy
Event-driven investment strategy — identify and analyse corporate events (M&A, spinoffs, buybacks, index rebalancing, lockup expiry) that create pricing dislocations. Framework: event identification → sentiment scoring → historical price reaction → position sizing. Uses Longbridge news / filings / calendar data as signal inputs. Triggers: "事件驱动", "并购套利", "指数调整", "解禁套利", "事件策略", "公司事件策略", "事件投资", "套利机会", "事件驅動", "並購套利", "指數調整", "解禁套利", "事件策略", "公司事件策略", "event-driven", "event strategy", "merger arbitrage", "index rebalancing", "lockup expiry", "event investing", "corporate event trading", "spec
npx skills add majiayu000/claude-skill-registry --skill longbridge-event-strategy --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# longbridge-event-strategy Event-driven investment strategy framework — identify corporate events (M&A, spinoffs, buybacks, index rebalancing, lockup expiry) that create pricing dislocations, score sentiment, analyse historical price reactions, and size positions accordingly. Uses Longbridge news, filings, calendar, and candlestick data as signal inputs. > **Response language**: match the user's input language — Simplified Chinese / Traditional Chinese / English. ## When to use Trigger when the user asks about: - M&A / merger arbitrage — *"收购消息出来后怎么套利"*, *"merger arbitrage setup"* - Index rebalancing — *"纳指成分股调整怎么交易"*, *"index rebalancing trade"* - Lockup expiry — *"解禁日如何布局"*, *"lockup expiry strategy"* - Buyback catalyst — *"回购公告后怎么操作"*, *"buyback announcement play"* - Spinoff / separation — *"分拆上市如何参与"*, *"spinoff event trading"* - General event-driven framework — *"事件驱动策略怎么做"* For real-time news without strategy framing, prefer `longbridge-news`. For earnings-specific events, prefer `longbridge-earnings` or `longbridge-earnings-preview`. ## Workflow ### Step 1 — Event identification Run `longbridge news` and `longbridge filing` for the target symbol to surface recent corporate
- When to use
- Workflow
- Step 1 — Event identification
- Step 2 — Sentiment scoring
- Step 3 — Historical price reaction
- Step 4 — Historical reaction summary
- CLI
- Output
- Error handling
- MCP fallback
- Related skills
- File layout
Corporate news and filings longbridge news <SYMBOL> --format json longbridge filing <SYMBOL> --format json Upcoming events calendar (earnings, dividends, index reviews) longbridge finance-calendar --format json Historical daily candlestick for price-reaction analysis longbridge kline <SYMBOL> --period day --count 60 --format json
What does the longbridge-event-strategy skill do?
Event-driven investment strategy — identify and analyse corporate events (M&A, spinoffs, buybacks, index rebalancing, lockup expiry) that create pricing dislocations. Framework: event identification → sentiment scoring → historical price reaction → position sizing. Uses Longbridge news / filings / calendar data as signal inputs. Triggers: "事件驱动", "并购套利", "指数调整", "解禁套利", "事件策略", "公司事件策略", "事件投资", "套利机会", "事件驅動", "並購套利", "指數調整", "解禁套利", "事件策略", "公司事件策略", "event-driven", "event strategy", "merger arbitrage", "index rebalancing", "lockup expiry", "event investing", "corporate event trading", "spec
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill longbridge-event-strategy --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.
