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.