Research method
Intermarket analysis
Intermarket analysis is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Seasonal analysis4 readings
Often reviewed together
Commodity spread trading4 readings
Often reviewed together
Rate of Change5 readings
Often reviewed together
Fundamental overlay5 readings
Often reviewed together
Event-driven context5 readings
Often reviewed together
Index proxy comparison7 readings
Often reviewed together
Breakout confirmation7 readings
Often reviewed together
Relative Strength Index9 readings
Read in the archive10 readings
1990Build a weekly leading sector composite from scaled transports and financials1995Read one equity position on a joint yield-regime card2001Constructing relative-strength ratios for spreads and rotation2004Read one stock idea as a late-cycle puzzle2006Three-bank carry calendar when dollar spreads stop widening2006Selecting a currency pair by policy, carry, and oil translation2007When dollar rebounds meet carry and reserve outflows2010Cross-pair correlation regimes in uncertain markets2012Constructing a bull-bear sector rotation overlay2015Dual-zone currency indexes filter parabolic SAR signals
This registry entry describes a research method. It is not investment advice and does not make a performance claim.