GPE Alpha & Risk Framework

Geopolitical & Event-Driven Trading Strategy

As a top-tier investor and trader, I don't just react to headlines. I anticipate, I contextualize, and I position myself to exploit the market's frequent overreactions and misinterpretations of global events.

The average trader sees a news alert and makes a gut decision. We will build a systematic framework. Our goal is not to predict the future—a fool's errand—but to understand the landscape of probabilities and to identify asymmetric risk/reward opportunities.

The Core Philosophy: From Noise to Signal

The market is a forward-looking discounting mechanism. By the time an event is on the front page of the Wall Street Journal, its first-order effects are likely already priced in. Our edge comes from understanding the second- and third-order effects, the contagion potential, and the sentiment drivers that the market is too slow or too emotional to price correctly.

The Strategy is Built on Two Pillars:

Asymmetric Information & Analysis

Gaining access to faster, deeper, or more nuanced information than the general market.

Systematic Risk Management

Quantifying the potential impact of events to protect capital and size positions intelligently.

The GPE Alpha & Risk Framework: A Step-by-Step Strategy

1

The Information Funnel

Data Ingestion & Triage

You cannot analyze what you do not see. We need to build a robust, multi-layered information funnel that captures everything from high-level diplomatic statements to on-the-ground supply chain disruptions.

Key Activities:

Constant Monitoring: Utilize real-time dashboards and alert systems.

Triage: Not all news is created equal. We must immediately categorize events by:

• Asset Class: Equities, FX, Commodities, Rates
• Potential Impact Score (1-5): From minor to critical
• Time Horizon: Immediate, short-term, long-term

2

The Analysis Matrix

Quantification & Context

Raw data is useless. We must process it to understand its potential market impact. For any significant event, we run it through this matrix:

Identify the Core Driver: What is the fundamental issue?
Map the Impact Vectors: Which assets are directly affected?
Trace the Contagion Paths: Where will it spread?
Assess Market Sentiment: What does the market already believe?
Develop Scenarios: Create 2-3 plausible scenarios with probabilities

3

Hypothesis & Trade Expression

Analysis to Action

Based on our scenarios, we formulate a hypothesis and find the most efficient way to express that view in the market.

Trade Expression Options:

Direct: Go long/short the primary asset
Options: Asymmetric bets with limited downside
Second-Order: Related assets that benefit/suffer
Relative Value: Long/short pairs

4

Risk Management & Position Sizing

Capital Preservation

This is the most critical step. No strategy survives without it.

Define Your "Pain Point": Determine your stop-loss level
Position Sizing: Size based on conviction AND asymmetry
Portfolio Heat Map: Map exposure to different GPE risks

The Best Data Sources: The Professional's Toolkit

This is my curated list, tiered by speed, depth, and cost.

Tier 1: The Terminals (Real-Time & Essential)

Bloomberg Terminal: The undisputed king. For news (TOP), real-time alerts (NLRT), economic calendars (ECO), and deep data on every asset class.

Refinitiv Eikon: The primary competitor to Bloomberg. Excellent for FX and emerging markets news.

Tier 2: Specialized Geopolitical Intelligence

Stratfor (The Worldview): Excellent for deep-dive analysis and long-term forecasting on geopolitical shifts.

Eurasia Group (GZERO): Founded by Ian Bremmer. Superb for understanding political risk.

BCA Research: Provides top-down, macro-focused research that integrates geopolitics into investment strategies.

Tier 3: Alternative & Satellite Data

Planet Labs / Maxar Technologies: High-frequency satellite imagery for monitoring real-world activity.

Dataminr: AI platform generating the fastest real-time alerts on emerging events.

FreightWaves SONAR: Real-time data on logistics and freight markets.

Tier 4: High-Quality Journalism & Government Sources

Financial Times, Wall Street Journal: High-quality, vetted reporting that shapes institutional thinking.

Government Sources: Federal Reserve, ECB, IMF, World Bank, and national statistics offices.

Practical Example: A US-China Tech Decoupling Play

Event: US Commerce Department adds Chinese tech firms to the "Entity List," restricting their access to US technology.

Data Sources:

Bloomberg/Dataminr for initial alert. Eurasia Group for retaliation analysis. Satellite data to monitor production.

Analysis Matrix:

Driver: Geopolitical competition, tech supremacy
Impact Vector: Negative for sanctioned firms and US suppliers
Contagion: Potential Chinese retaliation, tech sector risk premium
Sentiment: Market jumpy about US-China relations

Hypothesis & Trade Expression:

Hypothesis: Market will overreact by selling all US semiconductor stocks, but impact will be concentrated.

Trade:
• Short: US supplier with high China exposure
• Long: US/European competitor with low China exposure
• Hedge: Buy VIX calls for broader market protection