CausalAlpha: A Real-Time Geopolitical Risk Index from OSINT Channels for Causal Discovery in Financial Markets
CausalAlpha:基于开源情报的实时地缘政治风险指数与金融因果发现
We introduce CausalAlpha, an open-source framework that constructs a high-frequency Geopolitical Risk (GPR) index from Telegram OSINT channels using natural language processing, and applies causal discovery methods to identify the directed causal structure between geopolitical uncertainty and financial market variables. Unlike standard sentiment indices or Granger-causality approaches, CausalAlpha employs the Peter-Clark (PC) algorithm to recover the directed acyclic graph…