Research topic264 readings
Intermarket and spreads
Intermarket and spreads within portfolio-and-market-context.
FieldPortfolio and market context1034 readingsThe registry
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The archive264 readings
Readings on this topic
2004Constructing the cash open from futures fair value2004A 2004 four-pair snapshot of a dollar-bloc FX regime2004Constructing a stock-versus-bond regime from earnings yields2005European index proxies as one weekly-regime panel2005A late EUR/USD fifth wave tested by the Bund-Treasury gap2005Constructing pairs trades with capitalization-adjusted spreads2005Pair-bias bands and opening-print priority2005Country closed-end funds as a weekly regime comparison2005Commitment of Traders open-interest extremes as regime filters2005Weekly regime maps for production-weighted commodity subgroups2005Score a currency position as a cross-market portfolio2005Commitment of Traders participant imbalance as regime context for commodity position trades