Intermarket Trading Strategies

ABBREVIATIONS

ADX	Wilder’s Average Directional Index
AMEX	American Stock and Options Exchange
AORD	Australian All Ordinaries Index
ATG	Athens General Stock Index
ATR	Average True Range
AUD	Australian Dollar
CAC	French Stock Market Index
CACF	CAC 40 Futures
CI	Congestion Index
CME	Chicago Mercantile Exchange
CRB	Commodity Research Bureau Index
DAX	German Stock Exchange Index
DJ-30	Dow Jones Industrial Average
DJIA	Dow Jones Industrial Average
DXY	Dollar Index
EMA	Exponential moving average
ES	Standard & Poor 500 e-mini futures
ESTX	Euro Stoxx 50 Index
ETF	Exchange Traded Fund
EUREX	European Derivatives Exchange
FDAX	DAX Index Futures
FOREX	Foreign Exchange
FTSE	London Stock Exchange FTSE-100 Index
GLD	Gold ETF
GLOBEX	CME electronic trading system for futures
GSCI	The Goldman Sachs Commodity Index
HUI	AMEX’s Gold BUGS Index
IMO	Intermarket Momentum Oscillator
LRS	Linear regression slope
LSE	London Stock Exchange
MA	Moving average
MACD	Moving Average Convergence/Divergence
N225	Tokyo Stock Exchange Nikkei 225 Index
NQ	Nasdaq 100 futures
NYMEX	New York Mercantile Exchange
NYSE	New York Stock Exchange
OIX	CBOE Oil Index
Pred	Predicted
RJ/CRB	Reuters/Jefferies CRB Index
RS	Relative Strength
S&P 500	Standard & Poor 500
SD	Standard deviation
SEC	Security
SPX	Standard & Poor 500
StDev	Standard deviation
TNX	10-year Treasury Note yield
TSX	S&P/TSX Composite Canadian Stock Index
VHF	Vertical horizontal filter
VIX	The CBOE Volatility Index
XAU	Philadelphia Gold & Silver Sector
XOI	AMEX Oil Index
YM	Dow Jones Industrial Average e-mini futures
Z	Z-Score or FTSE futures
ZN	10-year Treasury Note ...