Economy & PolicyExtended setexperimental liveNew
Terror Real Estate Msa Short
Updated dailyData needs: lowshort only
paper
2003
Source
Abadie, A. & Gardeazabal, J. (2003). "The Economic Costs of Conflict: A Case Study of the Basque Country." American Economic Review + Saiz, A. & Wachter, S. (2011). "Immigration and the Neighborhood." AEJ Macro.
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In plain terms
Major terror events in US cities depress office and hospitality REITs for weeks afterward — short the basket on event clusters.
How it works
Major terror events in US MSAs predict near-term underperformance for REITs concentrated in affected regions; effect amplified for office + hospitality REITs.
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.
- Terror events
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -2 to -5% over 60d
- Tested over
- 30/60/90d
-2 to -5% over 60d on US terror clusters.
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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