Intermarket MultiAgent Toolkit takes intermarket analysis to next level

Murray Ruggiero

Murray Ruggiero

Sponsor

This was a system I created combining intermarket analysis and equity curve feedback 18 month ago and it's done well since release. We are offering the tools used to develop this system as well as the system ,an intra-day 45 minute bar ES system. Please watch this video , it explains the technology used in this strategy.

Click here to find out more information about this offer
 
This is the lamest trading strategy ever. The correlation between 30yr treasuries and utility stocks is very variable (you could have started by talking about the statistical properties of such correlation throughout time using different time frames ... as a selling point, because you are selling here). Furthermore, if such correlation were there consistently and it were tradeable, it would be the bonds leading, and not utilities, simply because its the largest market of the two, by far (that should be your second selling point, which one is leading and why). So all your signals are actually the other way, and this system would take loss after loss in this convenient sample you chose. God my brain hurts. Now you can take my free unsolicited selling tips and change your marketing materials to go and dupe amateurs more effectively.
 
You can try such wonderful trading strategy trading the wheat-bitcoin spread, very highly correlated, obviously for very fundamental reasons, yet please first figure out which one leads and why.
 

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dumpdapump said:
BS, there is no correlation between wheat and bitcoin. Run a regression analysis over the long term and you shall see. Just because both assets appreciated recently does not mean a thing. Spurious correlation at best and that only in the most recent time frame.
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You don't suppose that was his point, do ya? :cool::rolleyes:o_O

Well, regardless -- I really don't have a dog in the hunt. But I spent 20 minutes watching the video, and as a skeptic, did not feel my time was wasted.

As far as the "Why don't you just trade it, rather than selling it" carp -- well, I have never found that worthwhile to address -- it's incredibly ignorant and short-sighted, to criticize someone for seeking different ways to capitalize on hard work. Dumb dumb dumb. But maybe, with a pinch of luck, you'll change your mind.
 
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I have actually answered this question multiple times over the years here on ET. Most people can't follow a trading system. They will mess it up, even good systems that make money. If the system loses 2 trades in a row, half of the people trading it will quit. You get a drawdown of 10K, even if historical max was 15K, and almost everyone will quit.
What does this have to do with me selling systems, actually everything. I can sell even 500 copies of a ES system and not effect my slippage because only 50-60 people would have taken every signal exactly at the point the system did. I can use this income to fund research and development.

I have a number of people working for me in programming, development of TraderStudio, research in Machine Learning and development of Institutional trading models. Developing, researching and deploying systems for the retail trader is also part of my business. I am able to give the retail trader the benefit of my endeavors in the above at a reasonable price.
 
dumpdapump said:
BS, there is no correlation between wheat and bitcoin. Run a regression analysis over the long term and you shall see. Just because both assets appreciated recently does not mean a thing. Spurious correlation at best and that only in the most recent time frame.
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Yes, I agree, you need to understand the link between the markets to use them in intermarket analysis.
 
Murray Ruggiero said:
I have actually answered this question multiple times over the years here on ET. Most people can't follow a trading system. They will mess it up, even good systems that make money. If the system loses 2 trades in a row, half of the people trading it will quit. You get a drawdown of 10K, even if historical max was 15K, and almost everyone will quit.
What does this have to do with me selling systems, actually everything. I can sell even 500 copies of a ES system and not effect my slippage because only 50-60 people would have taken every signal exactly at the point the system did. I can use this income to fund research and development.

I have a number of people working for me in programming, development of TraderStudio, research in Machine Learning and development of Institutional trading models. Developing, researching and deploying systems for the retail trader is also part of my business. I am able to give the retail trader the benefit of my endeavors in the above at a reasonable price.
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This is a great response.

I do think trading ZB-UTY divergences is nonetheless a horrid idea. But I'm not and won't be your client, so who cares.

Indeed selling systems and newsletters and anything makes a lot of sense, even for traders - it generates cash flows uncorrelated with trading income. The typical vendors' criticism is flawed.
 
Personally, I have itched to trade SPX-DAX divergences for a while.
It seems pretty obvious to me, and one day I'll get around to setting something up. :cool::rolleyes:
 
A good intermarkets system would use fuzzy logic for scaling in and out to account for changing correlations, and have a lead-lag component to determine which leg to spread against. I

Why SPX-DAX?

I'd rather do SPX-QQQ than SPX-DAX, think higher odds of a fundamental disconnect between SPX-DAX, leading for a spread to start trending (assuming here spread mean reversion is the strategy). Specify "think" as have not run a statistical study on such spreads.
 
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