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.