gdelt event tone country exposure
What it checks
GDELT scans millions of news stories. Sharply negative US-China headlines → short China-exposed chip stocks for 5 days.
Mechanism
GDELT bilateral negative-tone shocks on USA-CHN/TWN dyads precede tighter export-control pricing on country-exposed US equities.
Signal rule
per-pair tone 5d z <= -1 → short country-exposed basket; hold 1/3/5d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
gdelt_country_toneWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- -50 to -150bp
- Paper Sharpe
- ~0.2-0.4
- Paper window
- T+0 to T+5d
-50 to -150bp 5d post-tone-shock.
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 geopolitical riskGeopoliticalText-based newspaper-archive index of geopolitical risk; spikes precede defense/oil/gold outperformance.
tpu trade policy uncertaintyGeopoliticalTPU spikes precede China-exposed semi underperformance.
ofac sdn sanctions eventGeopoliticalNew OFAC SDN action against country C imposes step-change cost on US firms with disclosed segment exposure to C.
Explore gdelt event tone country exposure on alphactor.ai
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