Katsanos, Markos. Intermarket trading strategies, John Wiley & Sons
Ltd, 2009 - 429p.
Intermarket Analysis.
Correlation.
Regression.
Inteational Indices and Commodities.
The S&P.
European Indices.
Gold.
Intraday Correlations.
Intermarket Indicators.
Trading System Design.
A Comparison of Fourteen Technical Systems for Trading Gold.
Trading the S&P 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.
Conclusion.
Appendix A MetaStock Code and Test Specifications.
Appendix B Neural Network Systems.
Appendix C Rectangles.
Glossary.
Bibliography.
Index.
Intermarket Analysis.
Correlation.
Regression.
Inteational Indices and Commodities.
The S&P.
European Indices.
Gold.
Intraday Correlations.
Intermarket Indicators.
Trading System Design.
A Comparison of Fourteen Technical Systems for Trading Gold.
Trading the S&P 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.
Conclusion.
Appendix A MetaStock Code and Test Specifications.
Appendix B Neural Network Systems.
Appendix C Rectangles.
Glossary.
Bibliography.
Index.