Research topic17 readings
Intermarket and spreads
Intermarket and spreads within portfolio-and-market-context.
FieldPortfolio and market context41 readingsThe registry
Entries in this field
The archive17 readings
Readings on this topic
1990Build a weekly leading sector composite from scaled transports and financials1995Read one equity position on a joint yield-regime card2001Constructing pair spreads with z-score triggers2001Constructing 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 outflows2007Turtle forex breakouts and the daily carry ledger2010Cross-pair correlation regimes in uncertain markets2011Silver contract-selection by size, hours, and carry2012Construct a pairs-trading worksheet from residuals and quantile ranks