Gdelt Event Density Volatility Pit
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
global daily GDELT event count (manifest-bound global-scope day lane), z over 90 observed days; z >= 1.5/2.0 -> SHORT effective-dated cyclical_high_beta members (borrow-enforced), holds 3/5/10; absent days are absent, never zero
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Gdelt country day observations
A data feed this strategy reads, refreshed on its normal schedule.
- 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
GPR spikes → long defense/oil/gold over 1-3 months.
When the tone of news about a country tanks (z below -1.5), short the US-listed multinationals with revenue exposure to that country.
Front-month VIX cheap vs 3-month (contango) means calm — SPY drifts up. When it inverts (backwardation), panic mode.
Uses Fed-funds, term spread, and credit spread (FRED data) to flag risk-off vs risk-on regimes and scale exposure accordingly.
Explore Gdelt Event Density Volatility Pit on alphactor.ai
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