Real-World & Alternative DataExtended setlive in productionNew
Hurricane Preseason Reinsurer
Updated monthlyData needs: mediumlong only
paper
2001
Source
Froot, K. (2001). "The Market for Catastrophe Risk: A Clinical Examination." Journal of Financial Economics, 60(2-3), 529-571.
Read the paper →
In plain terms
NOAA's May forecast says >60% chance of above-normal hurricane season → buy reinsurer stocks through November.
How it works
NOAA CPC May outlook with above-normal prob >60% gates a reinsurer-rate-hardening regime; long P&C reinsurer basket through Nov 30.
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.
- Noaa hurricane outlook
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- +5% to +12%
- Tested over
- T+0 to T+180d
+5% to +12% over Jun-Nov in above-normal seasons.
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 Preseason Reinsurer on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.