Intermarket Analysis

Discussion in 'Technical Analysis' started by Murray Ruggiero, Sep 13, 2005.

  1. Murray Ruggiero

    Murray Ruggiero Sponsor

    I do all of my intermarket analysis in TradersStudio. The product comes with a simple intermarket system shell and we sell a more advance one at a nominal price.
     
    #81     Jun 12, 2010
  2. Murray Ruggiero

    Murray Ruggiero Sponsor


    Do you have historical data for the Marine Shipping Index ?.
     
    #82     Jun 12, 2010
  3. Can we have any updates here?
     
    #83     Jun 14, 2010
  4. ==========================
    Excellant points;
    & when I get paid by the word, tend not to be that brief[a,b,c-LOL] That's wisdom.

    c] Notable exceptions include , for example when say [most]all the general markets are in a long term, medium term ,short term downtrend;
    but grocery store/land buyers.... simply know some things others do not know . So shorts[bears] could get creamed there only considering price.....:cool:
     
    #84     Jun 14, 2010
  5. Murray Ruggiero

    Murray Ruggiero Sponsor

    I have intermarket systems I have developed and using the same parameters have been profitable for a decade or more. I even published these systems so I have proof they have worked without any changes.
     
    #85     Jun 14, 2010
  6. Given a set of strategies, some will work over time, some won't. There's no probitive value to saying there exist strategies that have worked for X years. What's critical is, would all the strategies, traded in their entirety, have worked?

    Not meant in any way as a criticism -- just hoping that any disclosure would be of <i>all</i> strategies traded over time, including both the winners and losers. In other words, a survivor-bias free set of results.
     
    #86     Jun 14, 2010
  7. Murray Ruggiero

    Murray Ruggiero Sponsor

    I understand your point and you are correct in some ways but not exactly. All intermarket relationships are not the same. Some are more reliable than others. Those will continue to work , but some short term ones might not. It's kind of like saying all systems don't work because a bunch of moving average ones failed.

    The key is to understand why they stopped working. Here one example; if your using a given mutual fund as an intermarket and the manager changes and the fund stop working because it all of a sudden has 40% international chemical stocks for example instead of only 10% and 90% domestic, then that a valid reason and should not be used to evaluate intermarket analysis.
     
    #87     Jun 15, 2010
  8. I don't disagree with any of that, but I think we're ships in the night on this one. I'm talking about, anyone who's traded systematically over time will be able to point to some systems that were consistent winners <i>even if</i> in aggregate he lost money trading over the period. What matters is the composite trackrecord, not whether selected systems worked.
     
    #88     Jun 15, 2010
  9. No one wants to see fatty->fatty or worse fatty->fatso pictures. We want fatty->slim. It creates the desired hopeful feeling.
     
    #89     Jun 15, 2010
  10. Have seen this thread in 2-3 threads and have gone through it. A good one. :)
    Can you post something that reflects present situation?
     
    #90     Jun 23, 2010