Weather#179tier 2live in productionNew
hurricane landfall coastal short
cadence: Dailydata: mediumshort onlylong only
paper
2019
Source
Lanfear, M., Lioui, A., Siebert, M.G. (2019). "Market Anomalies and Disaster Risk." Journal of Financial Markets, 46, 100477. Also Kruttli-Roth Tran-Watugala 2025 JF.
Read the paper →
What it checks
Active hurricane → coastal stocks drop, reinsurers rally.
Mechanism
Pre-landfall window T-3 to T+5 shorts coastal-HQ REITs/refiners/ports; longs P&C reinsurers (RNR/RGA/AXS/ACGL).
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
HURDAT2 wind_kt>=64 in last 5d → short coastal-HQ; long reinsurer basket; hold 1/3/5d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
firm_hq_locationsWorker data table — see services/worker schema.
noaa_hurdat2Worker data table — see services/worker schema.
Expected edge
- Paper alpha
- -1% to -3% coastal; +1% to +2% reinsurer
- Paper window
- T+0 to T+5d
-1% to -3% coastal; +1% to +2% reinsurer over 5d.
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 hurricane landfall coastal short on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.