Geopolitical#185tier 2live in productionNew

gdelt event tone country exposure

cadence: Dailydata: highshort only
paper
2022
Source
Consoli, S., Pezzoli, L.T., Tosetti, E. (2022). "Emotions in Macroeconomic News and their Impact on the European Bond Market." Computational Economics.
Read the paper →

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.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.

Signal rule

per-pair tone 5d z <= -1 → short country-exposed basket; hold 1/3/5d

Data dependencies

  • daily_prices

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

  • gdelt_country_tone

    Worker 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

Explore gdelt event tone country exposure on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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