geopolitical-risk

Quantify geopolitical risk signals using GPR Index, GDELT, and ACLED data.

Updated Jul 29, 2026
One-click install
npx skills add https://github.com/santoosaraujo/vibe-trading-claude --skill geopolitical-risk-santoosaraujo
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: geopolitical-risk
Source: https://github.com/santoosaraujo/vibe-trading-claude/tree/main/.claude/skills/geopolitical-risk
Command: npx skills add https://github.com/santoosaraujo/vibe-trading-claude --skill geopolitical-risk-santoosaraujo

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, requests, google-cloud-bigquery.

What problem does it solve?

This skill addresses the challenge of translating complex, fast-moving geopolitical events into actionable financial decisions, helping investors quantify risk and hedge against systemic shocks.

Core Features & Use Cases

  • Risk Assessment: Quantifies geopolitical risk using the GPR Index and proprietary frameworks for six major global hotspots.
  • Event-Driven Strategy: Provides logic for volatility trading, safe-haven allocation, and portfolio stress testing during crises.
  • Data Integration: Offers methods to query GDELT and ACLED databases for real-time conflict event tracking.

Quick Start

Use the geopolitical-risk skill to analyze the current impact of the Taiwan Strait situation on semiconductor stocks and suggest a hedging strategy.

Frequently Asked Questions about geopolitical-risk

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I quantify geopolitical risk for multi-asset allocation strategies?▼

You quantify geopolitical risk by applying proprietary frameworks to the GPR Index, identifying crisis precursors to inform multi-asset allocation strategies and systemic shock hedging.

What is the best way to track real-time conflict events for supply-chain disruption analysis?▼

The best way to track real-time conflict events for supply-chain disruption analysis is querying the GDELT and ACLED databases to perform quantitative risk modeling and scenario-based impact assessments.

Can I use pandas and BigQuery for portfolio stress testing during geopolitical crises?▼

Yes, you can use pandas and google-cloud-bigquery dependencies to structure data for portfolio stress testing, applying event-driven logic for volatility trading and safe-haven allocation during crises.

How does event-driven trading logic handle geopolitical hotspots?▼

Event-driven trading logic handles geopolitical hotspots by quantifying risk signals across six major global areas, translating fast-moving events into actionable financial decisions and hedging strategies.

Do I need to integrate external data sources to perform quantitative risk modeling?▼

Yes, quantitative risk modeling requires integration with GPR Index, GDELT, and ACLED data sources to assess current impacts, such as the Taiwan Strait situation on semiconductor stocks.