Event Driven Detector

This scans Chinese A-share markets for event-driven trading opportunities like M&A, asset injections, buybacks, SOE reforms, and index rebalancing. You give it a scope (event type, sector, risk appetite), and it returns ranked opportunities with probability-weighted returns, completion timelines, and regulatory approval risks. The workflow is thorough: it quantifies price spreads, assesses downside scenarios if deals fall through, and pulls comparable historical cases. Honestly, the real value is in how it handles A-share-specific friction like approval uncertainty and trading halts during restructuring. It integrates with findata-toolkit-cn for live market data. Built for analysts running special situations portfolios, though it rightly warns that information asymmetry in A-shares means prices often move before public announcements.

Install to Claude Code

npx -y skills add geeksfino/finskills --skill event-driven-detector --agent claude-code