Economy & PolicyExtended setResearchNew
Mortgage 30y Housing Short Alfred Pit
Updated weeklyData needs: lowlong onlyshort only
paper
2018
Source
Mian, A., Sufi, A. (2014). "House of Debt." Greenwald, D. L. (2018). "The Mortgage Credit Channel of Macroeconomic Transmission." Review of Financial Studies.
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In plain terms
Research-only causal macro adaptation using exact ALFRED vintages. It is not a paper replication, production signal, or established alpha effect.
How it works
adaptation: Mian-Sufi 2014 / Greenwald 2018 document the transmission channel, not a traded rule; weekly MORTGAGE30US (Thursday release) is vintage-relevant
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.
- Alfred series vintages
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
No inherited alpha claim; evaluate this causal adaptation post-cost against legacy and controls.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
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