Research preview

The recent surge in odds that a senior regulator will be removed following a televised interview illustrates how quickly market perception can change. For quantitative traders, such events create short‑term pricing dislocations and longer‑term risk‑adjustment opportunities that can be captured with disciplined models. Event‑Driven Signal Extraction When a political figure makes a statement that moves public expectations, the first step is to translate that narrative into a numeric signal. In this case, the probability of removal rose to 39 % from a much lower baseline....