Text-NLP#57tier 1live in productionNew

`transcript political risk hhvt`

cadence: Dailydata: mediumlong onlyshort onlylong short

2023

Hassan, Hollander, van Lent & Tahoun (2019) *Quarterly Journal of Economics*

Mechanism

Hassan, Hollander, van Lent & Tahoun (2019) *Quarterly Journal of Economics* 134(4): "Firm-Level Political Risk: Measurement and Effects". The authors build a political-bigram lexicon from training corpora (politics textbooks + party platforms) and score each conference call as the share of its bigrams that appear in the lexicon. The score predicts hedging activity, capex…

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
earnings_call_transcripts
Full earnings-call transcripts (prepared + Q&A), tokenised.

Expected edge

The score predicts hedging activity, capex sensitivity to elections, and — in the 2023/2024 updates (Hassan-Schreger- Schwedeler-Tahoun JF 2023) — cross-sectional returns: long-short decile spread ≈ 4–6% annualised, Sharpe 0.6–0.8.

Illustrative pattern only

NOT a backtest

Illustrative pattern only — see /app for live backtests and the actual current equity curve.

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transcript political risk hhvt