Economy & PolicyExtended setResearchNew

Acled Conflict Onset Defense Pit

Updated dailyData needs: highlong only
paper
2011
Source
Berkman, Jacobsen, and Lee (2011) study an international-crisis index and world/industry returns; Guidolin and La Ferrara (2010) study asset reactions to conflict onset. Neither specifies a fatality-z defense-basket long.
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In plain terms

Inactive geopolitical-event research using release- or capture-timed events and effective-dated baskets. Legacy bulk history is not promotion-grade evidence.

How it works

30d rolling global conflict-fatality sum keyed by RELEASE availability (conflict revision substrate), z over 365d; z >= 1.0/1.5 -> LONG effective-dated defense_prime members, holds 5/30; baseline requires region-covering complete manifests

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Conflict event source revisions

    A data feed this strategy reads, refreshed on its normal schedule.

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • Geo exposure basket observations

    A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

No inherited return claim; evaluate absolute and identical-episode relative effects post-cost only after exact source coverage exists.

Example tickers where this is likely to fire

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Explore Acled Conflict Onset Defense Pit on alphactor.ai

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For informational and educational purposes only. Not financial advice. Learn more