Economy & PolicyExtended setResearchNew

Gdelt Event Tone Country Exposure Pit

Updated dailyData needs: highshort only
paper
2022
Source
Consoli, Tiozzo Pezzoli, and Tosetti study GDELT emotions in European bond markets; transferring tone to country-exposed US-equity shorts is an Alphactor hypothesis.
Read the paper →

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

single mapped country's 5d-smoothed tone vs 90-observed-day baseline z; z <= -1.0/-1.5 -> SHORT the exposed equity (borrow-enforced), holds 1/3/5; the exposure map is an effective-dated gdelt_country_* basket observation, never a hardcoded current dictionary

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 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

Explore Gdelt Event Tone Country Exposure Pit 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