Intermarket Trading Strategies

Introduction.

PART I.

1 Intermarket Analysis.

2 Correlation.

3 Regression.

4 International Indices and Commodities.

5 The S&P 500.

6 European Indices.

7 Gold.

8 Intraday Correlations.

9 Intermarket Indicators.

PART II.

10 Trading System Design.

11 A Comparison of Fourteen Technical Systems for Trading Gold.

12 Trading the S&P 500 ETF and the e-mini.

13 Trading DAX Futures.

14 A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures.

15 The Use of Intermarket Systems in Trading Stocks.

16 A Relative Strength Asset Allocation Trading System.

17 Forex Trading Using Intermarket Analysis.

18 Conclusion.

Appendix A MetaStock Code and Test Specifications.

Appendix B Neural Network Systems.

Appendix C Rectangles.

Glossary.

Bibliography.

Index.