Economy & PolicyExtended setlive in productionNew

Gdelt Event Tone Country Exposure

Updated dailyData needs: 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 →

In plain terms

GDELT scans millions of news stories. Sharply negative US-China headlines → short China-exposed chip stocks for 5 days.

How it works

GDELT bilateral negative-tone shocks on USA-CHN/TWN dyads precede tighter export-control pricing on country-exposed US equities.

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.

  • Gdelt country tone

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

Expected edge

Reported return
-50 to -150bp
Reported Sharpe
~0.2-0.4
Tested over
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