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Intermarket Trading Strategies by Markos Katsanos

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ABBREVIATIONS
ADXWilder’s Average Directional Index
AMEXAmerican Stock and Options Exchange
AORDAustralian All Ordinaries Index
ATGAthens General Stock Index
ATRAverage True Range
AUDAustralian Dollar
CACFrench Stock Market Index
CACFCAC 40 Futures
CICongestion Index
CMEChicago Mercantile Exchange
CRBCommodity Research Bureau Index
DAXGerman Stock Exchange Index
DJ-30Dow Jones Industrial Average
DJIADow Jones Industrial Average
DXYDollar Index
EMAExponential moving average
ESStandard & Poor 500 e-mini futures
ESTXEuro Stoxx 50 Index
ETFExchange Traded Fund
EUREXEuropean Derivatives Exchange
FDAXDAX Index Futures
FOREXForeign Exchange
FTSELondon Stock Exchange FTSE-100 Index
GLDGold ETF
GLOBEXCME electronic trading system for futures
GSCIThe Goldman Sachs Commodity Index
HUIAMEX’s Gold BUGS Index
IMOIntermarket Momentum Oscillator
LRSLinear regression slope
LSELondon Stock Exchange
MAMoving average
MACDMoving Average Convergence/Divergence
N225Tokyo Stock Exchange Nikkei 225 Index
NQNasdaq 100 futures
NYMEXNew York Mercantile Exchange
NYSENew York Stock Exchange
OIXCBOE Oil Index
PredPredicted
RJ/CRBReuters/Jefferies CRB Index
RSRelative Strength
S&P 500Standard & Poor 500
SDStandard deviation
SECSecurity
SPXStandard & Poor 500
StDevStandard deviation
TNX10-year Treasury Note yield
TSXS&P/TSX Composite Canadian Stock Index
VHFVertical horizontal filter
VIXThe CBOE Volatility Index
XAUPhiladelphia Gold & Silver Sector
XOIAMEX Oil Index
YMDow Jones Industrial Average e-mini futures
ZZ-Score or FTSE futures
ZN10-year Treasury Note ...

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