Real-World & Alternative DataExtended setlive in productionNew
Baltic Dry Ais Proxy
Updated weeklyData needs: highlong only
paper
2011
Source
Bakshi, G., Panayotov, G., Skoulakis, G. (2011). "The Baltic Dry Index as a Predictor of Global Stock Returns." SSRN 1747345.
Read the paper →
In plain terms
NOAA AIS shows dry-bulk shipping accelerate → shippers + miners rally 1-2 months.
How it works
Dry-bulk AIS voyage acceleration leads shippers and miners 20-60d.
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
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Marinecadastre ais aggregates
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- ~3-5%
- Tested over
- T+0 to T+60d
~3-5% over 20-60d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
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Explore Baltic Dry Ais Proxy on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.