Table of Contents
Acknowledgments ix
Introduction xi
Part I 1
1 Intermarket Analysis 3
2 Correlation 17
3 Regression 33
4 International Indices and Commodities 41
5 The S&P 500 69
6 European Indices 85
7 Gold 93
8 Intraday Correlations 111
9 Intermarket Indicators 121
Part II 145
10 Trading System Design 147
11 A Comparison of Fourteen Technical Systems for Trading Gold 175
12 Trading the S&P 500 ETF and the e-mini 189
13 Trading DAX Futures 201
14 A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures 215
15 The Use of Intermarket Systems in Trading Stocks 235
16 A Relative Strength Asset Allocation Trading System 247
17 Forex Trading Using Intermarket Analysis 261
18 Conclusion 293
Appendix A MetaStock Code and Test Specifications 297
Appendix B Neural Network Systems 357
Appendix C Rectangles 367
Glossary 371
Bibliography 385
Index 391