Research preview

The recent EU decision to remove two prominent Russian oligarchs from its sanctions list while extending the broader list creates a sudden shift in market sentiment and asset pricing. Quantitative traders must translate this geopolitical news into measurable risk signals, adjust factor exposures, and test the robustness of their models against rapidly changing constraints. Translating Sanctions News into Data Signals Sanctions announcements are binary events, but their market impact is anything but. The first step is to encode the news as a time‑stamped indicator that can be merged with price, volume, and macro series. A simple approach is to create a dummy variable that flips from 0 to 1 on...