Economy & PolicyExtended setlive in productionNew
Sipri Defense Spending
Updated annualData needs: lowlong only
paper
2016
Source
Apergis, N., Apergis, E. (2016). "The 11/13 Paris Terrorist Attacks and Stock Prices." Finance Research Letters, 17, 186-192. Also Aizenman-Glick 2006 JITED.
Read the paper →
In plain terms
Rising NATO/global defense spend → long US primes.
How it works
Top-quintile global YoY defense-spend growth → US primes outperform 90-180d.
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.
- Sipri milex
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 50 bps/mo
- Tested over
- T+0 to T+180d
50 bps/month excess over 6-12mo.
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 Sipri Defense Spending on alphactor.ai
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