Intermarket Trading Strategies by Markos Katsanos

By Markos Katsanos

This ebook indicates investors the way to use Intermarket research to forecast destiny fairness, index and commodity cost activities. It introduces customized signs and Intermarket established structures utilizing easy mathematical and statistical ideas to assist investors boost and layout Intermarket buying and selling structures applicable for long-term, intermediate, brief time period and day buying and selling. The metastock code for all structures is incorporated and the checking out process is defined completely. All platforms are again confirmed utilizing not less than 2 hundred bars of old information and in comparison utilizing a variety of profitability and drawdown metrics.

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In contrast, the plot in Fig. 2 between the S&P 500 and the Nasdaq 100 exhibits a curvilinear relationship. In this case increasingly greater values of the Nasdaq 100 are associated with increasingly greater values of the S&P 500 up to a certain value (approximately 1200 on the Nasdaq scale). NDX3 and predict future values of the S&P 500 using the cubic equation above. 2 Example of calculating Pearson’s r in Excel. The variables X and Y are the daily percent change in gold and the dollar index respectively from 8 December 2006 to 29 December 2006.

This produced a portfolio consisting of 30 % US equities, 55 % bonds and 15 % oil futures. The relatively high percentage allocation of bonds Intermarket Analysis 15 was to be expected as their standard deviation was the lowest of the group. The presence of the highly volatile oil futures in the minimum risk portfolio, however, was certainly a surprise. 2 percentage points in return compared to the equities only portfolio. The relatively low performance of this portfolio was no surprise as the standard deviation is proportional to returns: the smaller the standard deviation, the smaller the risk and, of course, the smaller the potential magnitude of the return.

I presume that readers who have bought this book are familiar with the Standard & Poor 500 and the Nasdaq so I will start with European stock indices. 1 THE DAX The leading index of the Deutsche B¨orse, the DAX (symbol: GDAXI) comprises of the 30 largest and most actively traded German equities (blue chips). The criteria for weighting the stocks in the index are trading volume and market capitalization. The DAX is a performance index, which means that all income from dividends and bonus distributions is reinvested into the index.

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