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.
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.
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.
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.
Any updates on the intermarket analysis work? I stumbled across this thread and there were some excellent ideas in here â just was wondering if you had come up with any new thoughts in this area.