Longbridge Event Strategy

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 events. Run longbridge finance-calendar to identify upcoming scheduled events (earnings, dividends, index reviews).

Step 2 — Sentiment scoring

Analyse the news/filing content for event type and directional sentiment:

Step 3 — Historical price reaction

Run longbridge kline (daily, 60 days around prior similar events) to measure the historical price reaction window (T-5 to T+20).

Step 4 — Historical reaction summary

Based on event type and historical reaction magnitude, summarise the observed price reaction range and volatility characteristics for this class of event. Present the data as historical reference only; do not provide entry timing, stop-loss levels, target prices, or holding-period recommendations.

CLI

# 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

Run longbridge news --help, longbridge filing --help, and longbridge kline --help to verify flags.

Output

For a given symbol and event, produce a structured event brief:

1. Event summary — type, date, source.
2. Sentiment score — bullish / neutral / bearish with rationale.
3. Historical reaction reference — average T+5/T+10/T+20 return range and volatility for this event type (if data available), presented as historical statistics only.

以上内容仅供参考，不构成投资建议。投资决策请结合自身风险承受能力独立判断。 The above is for informational purposes only and does not constitute investment advice. Investment decisions should be made independently based on your own risk tolerance.

Error handling

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime.

Related skills

File layout

longbridge-event-strategy/
└── SKILL.md

Prompt-only — no scripts/. Discover current CLI flags via longbridge <subcommand> --help.