Event#156tier 3live in productionNew
usgs earthquake event
cadence: Dailydata: lowshort only
paper
2015
Source
Ferreira, S., Karali, B. (2015). "Can Earthquakes Shake the Stock Market?" PLOS ONE, 10(7), e0133319.
Read the paper →
What it checks
M6.0+ earthquake → short P&C insurers 1-15 days.
Mechanism
M6.0+ events → P&C insurer underperformance as loss reserves reprice.
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
USGS M >= 6.0 within 5 trading days → short TRV/ALL/CB/AIG; hold 1/3/15d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
usgs_earthquakesWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- -1% to -3%
- Paper window
- T+0 to T+15d
Ferreira-Karali 2015: -1% to -3% over 1-15d.
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 usgs earthquake event on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.