Quote from monty21:
Thanks...
I just skimmed through the thread. Sounds very interesting.
The only set-back is that this seems more useful for swing trading rather than day trading. My logic also says that these pairs should be treated as hedges (bet spread will tighten if they diverge) instead of going long/short both.
I'm going to google some books on the subject.
Thanks again
Welcome, monty21
Regarding books, had given some books names in the following link, please have a look:
http://www.elitetrader.com/vb/showthread.php?s=&postid=1743498&highlight=intermarket#post1743498
If you have found out more books, please let us know, thanks!