get_event_studies
OptimistFi's EVENT STUDIES — for each kind of thesis-breaking event (a CEO change, an analyst downgrade, a margin break, a late SEC filing…), what HISTORICALLY FOLLOWED, as a distribution over real occurrences: how many times it happened, across how many distinct companies, and the forward excess return vs the S&P at 30/90/180 days. A 'what happened in situations like this' record, not a forecast. Precomputed by the backtest — no model call, no vendor call. Use to build or answer the fundamentals event-studies view.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||