Book description
This book shows traders how to use Intermarket Analysis to forecast future equity, index and commodity price movements. It introduces custom indicators and Intermarket based systems using basic mathematical and statistical principles to help traders develop and design Intermarket trading systems appropriate for long term, intermediate, short term and day trading. The metastock code for all systems is included and the testing method is described thoroughly. All systems are back tested using at least 200 bars of historical data and compared using various profitability and drawdown metrics.
Table of contents
- Title Page
- Copyright Page
- Dedication
- Acknowledgments
- Introduction
-
Part I
- Chapter 1: Intermarket Analysis
- Chapter 2: Correlation
- Chapter 3: Regression
-
Chapter 4: International Indices and Commodities
- 4.1 THE DAX
- 4.2 THE CAC 40
- 4.3 THE FTSE
- 4.4 THE DOW JONES STOXX 50 AND EURO STOXX 50
- 4.5 THE NIKKEI
- 4.6 THE HANG SENG
- 4.7 TRADING HOURS, SYMBOLS AND VOLATILITY
- 4.8 THE DOLLAR INDEX
- 4.9 THE XOI AND THE OIX
- 4.10 THE CRB INDEX
- 4.11 THE GOLDMAN SACHS COMMODITY INDEX (GSCI)
- 4.12 THE XAU AND THE HUI
- 4.13 THE VIX
- Chapter 5: The S&P 500
- Chapter 6: European Indices
- Chapter 7: Gold
- Chapter 8: Intraday Correlations
-
Chapter 9: Intermarket Indicators
- 9.1 RELATIVE STRENGTH
- 9.2 BOLLINGER BAND DIVERGENCE
- 9.3 INTERMARKET DISPARITY
- 9.4 INTERMARKET LRS DIVERGENCE
- 9.5 INTERMARKET REGRESSION DIVERGENCE
- 9.6 INTERMARKET MOMENTUM OSCILLATOR
- 9.7 Z-SCORE DIVERGENCE
- 9.8 MULTIPLE INTERMARKET DIVERGENCE
- 9.9 MULTIPLE REGRESSION DIVERGENCE
- 9.10 INTERMARKET MOVING AVERAGE
- 9.11 CONGESTION INDEX
-
Part II
- Chapter 10: Trading System Design
- Chapter 11: A Comparison of Fourteen Technical Systems for Trading Gold
- Chapter 12: Trading the S&P 500 ETF and the e-mini
- Chapter 13: Trading DAX Futures
- Chapter 14: A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures
- Chapter 15: The Use of Intermarket Systems in Trading Stocks
- Chapter 16: A Relative Strength Asset Allocation Trading System
- Chapter 17: Forex Trading Using Intermarket Analysis
- Chapter 18: Conclusion
- Appendix A: MetaStock Code and Test Specifications
- Appendix B: Neural Network Systems
- Appendix C: Rectangles
- Glossary
- ABBREVIATIONS
- Bibliography
- Index
Product information
- Title: Intermarket Trading Strategies
- Author(s):
- Release date: February 2009
- Publisher(s): Wiley
- ISBN: 9780470758106
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