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
You might also like
book
The New Commodity Trading Guide: Breakthrough Strategies for Capturing Market Profits
“I’ve been trading stocks and commodities for more than 30 years, and I’ve read any number …
book
Trading by Numbers: Scoring Strategies for Every Market
Get the E*Trade experts' inside track on playing the markets For retail traders, knowing which possible …
book
Kirkpatrick’s Investment and Trading Strategies: Tools and Techniques for Profitable Trend Following
Choosing Stocks and Timing Buy and Sell Decisions: Trend-Based, Evidence-Driven Strategies That Work What to do, …
book
Winning Edge Trading: Successful and Profitable Short- and Long-Term Trading Systems and Strategies
An innovative and comprehensive approach to profitable trading in these turbulent times Winning Edge Trading shows …