Markos Katsanos – Intermarket Trading Strategies

This e-book exhibits merchants methods to use Intermarket Analysis to forecast future fairness, index and commodity value actions. It introduces customized indicators and Intermarket primarily based programs utilizing fundamental mathematical and statistical rules to assist merchants develop and design Intermarket buying and selling programs applicable for long run, intermediate, quick time period and day buying and selling. The metastock code for all programs is included and the testing methodology is described completely. All programs are again examined utilizing at the very least 200 bars of historic knowledge and in contrast utilizing numerous profitability and drawdown metrics.

Table of Contents

Acknowledgments.

Introduction.

PART I.

1 Intermarket Analysis.

2 Correlation.

3 Regression.

4 International Indices and Commodities.

5 The S&P 500.

6 European Indices.

7 Gold.

8 Intraday Correlations.

9 Intermarket Indicators.

PART II.

10 Trading System Design.

11 A Comparison of Fourteen Technical Systems for Trading Gold.

12 Trading the S&P 500 ETF and the e-mini.

13 Trading DAX Futures.

14 A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures.

15 The Use of Intermarket Systems in Trading Stocks.

16 A Relative Strength Asset Allocation Trading System.

17 Forex Trading Using Intermarket Analysis.

18 Conclusion.

Appendix A MetaStock Code and Test Specifications.

Appendix B Neural Network Systems.

Appendix C Rectangles.

Glossary.

Bibliography.

Index.

Author Information

Markos Katsanos is an professional in technical evaluation and buying and selling programs and inventor of two new technical indicators. In displaying the connection of quantity to cost motion, his Finite Volume Element (FVE) and Volume Flow (VFI) Indicators have develop into well-liked instruments utilized by merchants and the code was integrated in nearly all Technical Analysis and buying and selling software program. He has a Bachelors diploma in Civil Engineering and a Masters diploma in Structural Engineering, and is a member of the Technical Securities Analysts Association of San Francisco (TSAASF). He has traded shares and commodities since 1987, beginning with basic evaluation. With his engineering coaching he rapidly gravitated to technical evaluation of the market. With greater than 20 years of expertise in computerized evaluation of shares and futures, he has spent years refining his strategies to provide you with a number of the most worthwhile methods for selecting trades. He makes a speciality of mechanical programs and has constructed dozens of programs for his purchasers and his personal use. Markos Katsanos has contributed a number of articles to Technical Analysis of Stocks & Commodities and different monetary publications. He is at present within the means of establishing his personal monetary consulting firm.