Intermarket Trading Strategies

1 Intermarket Analysis 3
2 Correlation 17
3 Regression 33
4 International Indices and Commodities 41
5 The S&P 500 69
6 European Indices 85
7 Gold 93
8 Intraday Correlations 111
9 Intermarket Indicators 121
PART II 145
10 Trading System Design 147
11 A Comparison of Fourteen Technical Systems for Trading Gold 175

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viii Contents
12 Trading the S&P 500 ETF and the e-mini 189
13 Trading DAX Futures 201
14 A Comparison of a Neural Network and a Conventional System
for Trading FTSE Futures 215
15 The Use of Intermarket Systems in Trading Stocks 235
16 A Relative Strength Asset Allocation Trading System 247
17 Forex Trading Using Intermarket Analysis