Intermarket Analysis 2010 and beyond.

I presented a paper at Cifer on intermarket analysis and finding reliable intermarket relationships the end of March.
It's being published in the IEEE transactions. I am going to check and see if I can share the paper with ET people. I need to ask them since I signed a copyright release.
 
Quote from Kiwi-Trader:

:cool: Thank you Murray I would enjoy reading any of your work
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I read my agreement and I will need to post on my site and put the link here. I will try to set that page up soon.
 
I plan on posting some new posts latter this week. I plan on reviewing some classic work I published back in the 90's to see how these relationships are holding up today.
 
Quote from Murray Ruggiero:

I plan on posting some new posts latter this week. I plan on reviewing some classic work I published back in the 90's to see how these relationships are holding up today.
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Here is the first one a oldie but goodie. SP500 and Thirty year bond using intermarket divergence. Results are very inconsistant over recent years. Very good or somewhat bad. Results were more consistant 10 years ago.
 

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Quote from Murray Ruggiero:

Here is the first one a oldie but goodie. SP500 and Thirty year bond using intermarket divergence. Results are very inconsistant over recent years. Very good or somewhat bad. Results were more consistant 10 years ago.
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I am surprise more people have not downloaded the SP500 sheet. It's surprising that it has made money both after the decoupling in 1998 and the decoupling in 2008.
 
Quote from Murray Ruggiero:

Currency prediction and intermarket analysis.

Let's start our analysis by looking at both the Canadian and Australian dollar. My analysis found that both of these currencies are positively correlated to copper stocks. In my next post I will explore this further and show how you can even create a mechanical system using this concept.
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Murray could you please post the work you did for this post??:)
 
Any updates on the intermarket analysis work? I stumbled across this thread and there were some excellent ideas in here – just was wondering if you had come up with any new thoughts in this area.
 
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