A-Share Position Risk Report
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About this skill
The Problem
When reviewing A-share positions before the open, announcements, regulatory notices, industry news, capital flows, and sentiment are scattered across public pages. Manually collecting them can mix old news, reposts, and unverified rumors, making it hard to tell which event is most likely to affect the next session. This skill turns that workflow into a structured process: for one or more A-share tickers, it scans a pre-market window, extracts events from public sources, deduplicates them, and ranks them by trading priority.
How It Works And Limits
The skill uses WebSearch and WebFetch to collect signals across company events, regulatory/legal items, industry policy, fundamental mappings, capital flows, and sentiment/interactions. It identifies the stock and sector, sets a scan window in Asia/Shanghai, usually from the previous trading day at 15:00 to the target trading day at 08:30, then filters and scores events with Impact, Direction, Confidence, and Priority values. Events are ranked together rather than split into positive and negative buckets first. If no new high-priority events are found, it switches to a degraded report and states the data boundary instead of forcing a Top 3. The scope is A-share pre-market screening; it does not cover US stocks, HK stocks, funds, bonds, futures, or replace professional market APIs and technical analysis.
Use Cases
- Before the A-share open, compile announcements, regulatory items, capital flows, and sentiment for one position to rank risks and opportunities.
- Compare two to five A-share tickers in one report and rank which corporate events are most likely to affect the next session.
- When no new announcement or regulatory item is found, output a degraded report with background judgment instead of forcing a Top 3 list.
- Keep traceable event cards for investment notes with source URLs, timestamps, evidence level, and scores.
Best For
- An A-share portfolio manager preparing a morning meeting briefing who needs a clear risk-priority order for one or several tickers.
- An individual A-share investor who wants to know before the open whether new announcements, regulatory items, or sentiment may affect price action.
- An event-driven quant researcher who needs public news events structured with source traceability and confidence levels.
- A financial daily-report editor who needs verifiable core events and separated background notes from multiple public sources.
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