Financial Calendar Tracking & Insights

Overview

This Skill targets general retail investors, proactively providing financial calendar summaries, impact analysis for holdings and watchlist, cross-market linkage conclusions — and helping users discover market opportunities beyond their portfolio. Users do not need professional financial knowledge; the system handles all reasoning from events to impacts. Conclusions cover all relevant securities — tagged if they belong to the user's holdings or watchlist — while also extending to noteworthy market highlights.

Prerequisite: The user must have completed Longbridge account authorization. See references/data-fetching.md for the degradation strategy when unauthorized.

Dependent files:

• references/output-template.md — Field specifications and templates for the four output card types
• references/data-fetching.md — Data source priorities, degradation rules, and CLI usage instructions

Data-Driven, Not Pre-Configured

This Skill does not maintain separate user preference settings. All required information is obtained from the following sources:

• Holdings & Watchlist: Fetched in real time from the Longbridge account to automatically determine the securities and markets the user cares about. Holdings and watchlist are equally important for event coverage — both must be fully scanned; neither source may be omitted. Holdings and watchlist are not grouped separately; they are unified and sorted by event time, differentiated only by tags.
• Market-Wide Events: In addition to holdings and watchlist events, fetch high-importance market-wide events (without the --filter parameter). These events cover securities the user does not hold, tagged with "Market" to help users discover new opportunities. Selection criteria: high market attention (e.g., marquee earnings, hot IPOs, industry leader movements), relevance to current market themes, or potential to create trading opportunities.
• Time Range: Determined from the user's request, with the following defaults. The CLI may not support time parameters — fetch data first, then filter results by time.

Weekend & Non-Trading Day Rules:

Time ranges are calculated in calendar days but must ensure coverage through the next trading day. Specific rules:

1. Auto-Extension: When the end of the time range falls on a weekend or holiday, automatically extend to that market's next trading day. For example, saying "next 3 days" on Friday (T+0 ~ T+3 = Friday to Monday) — if Monday is a trading day, cover through Monday's after-hours; if Monday is also a holiday, extend to Tuesday.
2. Per-Market Judgment: When a user's holdings span multiple markets (e.g., US + HK + A-shares), each market has a different trading calendar and must be evaluated separately. For example, US markets are closed on Christmas but HK markets are not — the effective time windows differ.
3. Use Market Closure Calendar Data: The data collection phase already fetches market closure calendars — use them to determine actual trading day boundaries for each market.
4. Indicate in Output: When the time window extends due to weekends/holidays, reflect the actual coverage range in the title (e.g., "May 8 to May 11" rather than "next 3 days"), and note weekend/holiday arrangements where appropriate.

• Output Style: Default to plain language (everyday terms, no jargon); if the user demonstrates professional background or explicitly requests it, switch to fundamental-style output (preserving raw data).
• Filtering & Priority: Prioritize high-importance events. Specific filtering strategies are determined based on the importance fields returned by data sources and the user's request. Event scope is not limited to the user's holdings and watchlist: major global events (e.g., Fed meetings, non-farm payrolls) and trending events related to the industries of the user's holdings/watchlist should also be included, to avoid missing important market information by focusing only on existing positions.
• Market Opportunity Discovery: Beyond scanning events for holdings and watchlist, proactively discover market-level opportunities and trends. This includes:
  • Sector Rotation & Market Themes: What themes/sectors the market is currently focused on (e.g., AI, tech, nuclear energy, GLP-1 weight-loss drugs), which sectors show significant capital inflows.
  • Cross-Market Linkages & Arbitrage Opportunities: Recent cross-market linkage signals (e.g., A/H share premium changes, Chinese ADR and HK stock correlations, commodity and related stock correlations, ADR and underlying share price differentials), which may not be in the user's current portfolio but are worth watching.
  • Event-Driven Trading Opportunities: Short-term trading windows potentially created by upcoming events (e.g., volatility trading around earnings, sector positioning before policy announcements).
  • This information is proactively obtained via WebSearch, independent of the user's holdings scope, with the goal of helping users discover "the world beyond their portfolio".

The above default behaviors require no pre-configuration by the user. If the user requests adjustments during a conversation, follow those instructions for the current session.

Execution Flow

Each request executes the full flow, producing output in four sections. Each section is generated if data exists and omitted if not (but the first section must always be included). Generate as much content as possible, covering all dimensions the user might care about. The same event should appear only once and not be repeated across sections.

Data Collection (Unified Upfront)

1. Retrieve the user's holdings and watchlist (if unauthorized, stop and prompt login)
2. Following the data-fetching.md specification, fetch all data sources in parallel (all without --filter, fetching market-wide data):
   • Earnings/performance calendar, macroeconomic calendar, dividend/ex-date calendar, market closure/trading calendar, stock split calendar, IPO/new listing calendar
   • Market trends and opportunity data (proactively searched via WebSearch, fetched in parallel with the CLI data above)
3. After obtaining the full dataset, tag each event based on the holdings and watchlist (Holdings / Watchlist / Market) — tags are classification labels only and do not affect data retrieval scope
4. Filter results by the user's requested time range (default T+0 ~ T+3)
5. Time direction: Focus on the future. Only retain events that have not yet occurred (from today onward). The sole exception is earnings results released "last night / pre-market today" (i.e., published between the previous trading day's close and today's open), which may be briefly mentioned in sections one and three. Earlier historical events are excluded entirely.
6. If the user specifies a particular stock, provide in-depth expansion on that stock's dimension

Section 1: Event Overview (Template 1)

All events (macro, holdings, watchlist, high-attention market-wide events) are merged into a single timeline, sorted uniformly by date and time, without duplication:

• If there are earnings results released last night or pre-market today (limited to the period from the previous trading day's close to present), mention them briefly without expanding on history
• Group by calendar day (e.g., "May 12 (Monday)"), sorted chronologically within each day
• Macro events (CPI, PPI, Fed meetings, non-farm payrolls, etc.) and security-specific events are interleaved on the same timeline, not grouped separately
• Source tags for securities:
  • "Hold