Research topic264 readings
Intermarket and spreads
Intermarket and spreads within portfolio-and-market-context.
FieldPortfolio and market context1034 readingsThe registry
Entries in this field
The archive264 readings
Readings on this topic
2011Sequencing pairs, futures pivots, and implied volatility2011Silver contract-selection by size, hours, and carry2011A luxury-auction stock as a cross-market bubble warning2011Official floors, sidelines, and scale-in after a telegraphed FX intervention2011Constructing weekly participant positioning ledgers2012Commitment of Traders as crowded-book context, not a copy signal2012Forex arbitrage is usually correlation, not riskless profit2012Gold as a regime-dependent hedge in the euro-area crisis2012Construct a pairs-trading worksheet from residuals and quantile ranks2012Constructing a bull-bear sector rotation overlay2012A two-pass reading of listed currency sleeves2012Signed two-currency session spread construction