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
2006Yield-curve spread as an equity regime filter2006Intermarket dislocation as context for short-horizon momentum2006Two horizons in the 2006 euro-dollar advance2006Calendar spreads as an unknown-fundamentals regime filter2006A commodity sleeve is a contract-design choice2006Selecting a currency pair by policy, carry, and oil translation2007Linked cross breaks as dollar-pair filters2007Dollar range in a data-dependent rate regime2007Constructing pair-spreads as one testable instrument2007Rolling-window tests for gold hedge slogans2007Evaluate an index stance as a spread between trader books2007Use of capital for overnight pairs and hedge layers