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
2012Same-way versus opposite-way currency pair construction2012Currency regime context for fading rallies2012Yield curve regime and equity timing2012A relative-performance heatmap for pairs trading and sector rotation2013Pair-sleeve rotation as a two-state sector regime-switch2013Two lookback windows locate the cycle across bonds, stocks, and commodities2013Treat a currency position as a regime, then map shared levels2013Yield curve shapes as stock market regime context2013Yield spreads as country-specific equity regime context2013Closed foreign futures still leave a leftover currency line2014Scheduled prints as sector pair filters2014Equity and SPY stress pairs with a scaled index hedge