Build and maintain a calendar of upcoming catalysts across a coverage universe — earnings dates, conferences, product launches, regulatory decisions, and macro events. Helps prioritize attention and position ahead of events. Triggers on "catalyst calendar", "upcoming events", "what's coming up", "earnings calendar", "event calendar", or "catalyst tracker".
复制安装指令,让 AI 自动完成配置 · 推荐新手
请帮我安装 askskill 上的 "catalyst-calendar" 技能: 1. 下载 https://raw.githubusercontent.com/anthropics/financial-services/main/plugins/vertical-plugins/equity-research/skills/catalyst-calendar/SKILL.md 2. 保存为 ~/.claude/skills/catalyst-calendar/SKILL.md 3. 装好后重载技能,告诉我可以用了
For each company, identify upcoming events:
Earnings & Financial Events
Corporate Events
Industry Events
Macro Events
| Date | Event | Company/Sector | Type | Impact (H/M/L) | Our Positioning | Notes |
|---|---|---|---|---|---|---|
| Earnings/Corp/Industry/Macro | Long/Short/Neutral |
Each week, generate a forward-looking summary:
This Week's Key Events:
Next Week Preview:
Position Implications:
用于搭建并购交易增厚摊薄模型,评估EPS影响、协同效应与交易结构敏感性
Scan the portfolio for the highest-leverage AI opportunities and rank where to deploy operating-partner time. Ingests quarterly updates and financials across multiple portfolio companies, identifies quick wins at each, and stacks them into a single ranked action list. Use during quarterly portfolio reviews, annual planning, or when deciding which companies get AI investment first. Triggers on "AI readiness", "AI opportunity scan", "where should we deploy AI", "AI across the portfolio", "AI quick wins", or "which portcos are ready for AI".
Build macroeconomic and rates dashboards combining macro indicators, yield curves, inflation breakevens, and swap rates. Use when monitoring macro conditions, analyzing yield curve shape, decomposing real vs nominal rates, assessing policy rate expectations, or evaluating financial conditions.
Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.
Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates across currencies.
Review fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis. Use when reviewing bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.