Weather#183tier 2live in productionNew
hurricane preseason reinsurer
cadence: Monthlydata: 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 →
What it checks
NOAA's May forecast says >60% chance of above-normal hurricane season → buy reinsurer stocks through November.
Mechanism
NOAA CPC May outlook with above-normal prob >60% gates a reinsurer-rate-hardening regime; long P&C reinsurer basket through Nov 30.
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
noaa_hurricane_outlook.above_normal_prob>60 → long RNR/RGA/AXS/ACGL/EG/RE; hold 30/90/180d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
noaa_hurricane_outlookWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- +5% to +12%
- Paper window
- 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.