Description
Book SynopsisIntermarket Analysis is probably the most important subject in investing, one of the least understood, and most neglected. This specialist topic is the analysis of more than one asset class or financial market, which are considered to be related (currencies, commodities, stocks, bonds).
Table of ContentsAcknowledgments ix
Introduction xi
PART I 1
1 Intermarket Analysis 3
2 Correlation 17
3 Regression 33
4 International Indices and Commodities 41
5 The S&P 500 69
6 European Indices 85
7 Gold 93
8 Intraday Correlations 111
9 Intermarket Indicators 121
PART II 145
10 Trading System Design 147
11 A Comparison of Fourteen Technical Systems for Trading Gold 175
12 Trading the S&P 500 ETF and the e-mini 189
13 Trading DAX Futures 201
14 A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures 215
15 The Use of Intermarket Systems in Trading Stocks 235
16 A Relative Strength Asset Allocation Trading System 247
17 Forex Trading Using Intermarket Analysis 261
18 Conclusion 293
Appendix A MetaStock Code and Test Specifications 297
Appendix B Neural Network Systems 357
Appendix C Rectangles 367
Glossary 371
Bibliography 385
Index 391
