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Intermarket trading strategies
Author
Title
Intermarket trading strategies / Markos Katsanos.
ISBN
9781119207153
1119207150
9780470741467
0470741465
9780470758106
0470758104
Published
Chichester, England ; Hoboken, NJ : Wiley, ©2008.
Physical Description
1 online resource (xv, 412 pages) : illustrations
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
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.
Variant and related titles
O'Reilly Safari. OCLC KB.
Other formats
Print version: Katsanos, Markos. Intermarket trading strategies. Chichester, England ; Hoboken, NJ : Wiley, ©2008
Format
Books / Online
Language
English
Added to Catalog
January 09, 2020
Bibliography
Includes bibliographical references (pages 385-389) and index.
Contents
Intermarket analysis
Correlation
Regression
International indices and commodities
The S & P 500
European indices
Gold
Intraday correlations
Intermarket indicators
Trading system design
A comparison of fourteen technical systems for trading gold
Trading the S & T 500 ETF and the e-mini
Trading DAX futures
A comparison of a neural network and a conventional system for trading FTSE futures
The use of intermarket systems in trading stocks
A relative strength asset allocation trading system
Forex trading using intermarket analysis.
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