Company Events & EarningsExtended setlive in productionNew
Usgs Earthquake Event
Updated dailyData needs: lowshort only
paper
2015
Source
Ferreira, S., Karali, B. (2015). "Can Earthquakes Shake the Stock Market?" PLOS ONE, 10(7), e0133319.
Read the paper →
In plain terms
M6.0+ earthquake → short P&C insurers 1-15 days.
How it works
M6.0+ events → P&C insurer underperformance as loss reserves reprice.
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.
- Usgs earthquakes
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -1% to -3%
- Tested over
- 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
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