Intermarket Analysis 2010 and beyond.

Discussion in 'Technical Analysis' started by Murray Ruggiero, Nov 20, 2010.

  1. Murray Ruggiero

    Murray Ruggiero Sponsor

    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.
     
    #41     May 10, 2012
  2. :cool: Thank you Murray I would enjoy reading any of your work
     
    #42     May 10, 2012
  3. Murray Ruggiero

    Murray Ruggiero Sponsor

    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.
     
    #43     May 14, 2012
  4. Thank you:)
     
    #44     May 14, 2012
  5. Murray Ruggiero

    Murray Ruggiero Sponsor

    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.
     
    #45     May 21, 2012
  6. Murray Ruggiero

    Murray Ruggiero Sponsor

    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.
     
    #46     May 24, 2012
  7. Murray Ruggiero

    Murray Ruggiero Sponsor

    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.
     
    #47     May 29, 2012
  8. Murray could you please post the work you did for this post??:)
     
    #48     May 30, 2012
  9. Thanks for the examples, please continue posting them :)
     
    #49     May 31, 2012
  10. 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.
     
    #50     May 8, 2013