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.
Install
The individual skill folder is not confirmed. This command opens the repository’s skill selector; follow the upstream instructions.
skills CLI
npx skills add longbridge/skills