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
1996Index spread pairs with seasonal filters and limit orders1996A price-weighted technology index as a hedge and sector proxy1996Evaluating month-end yield gaps for equity regimes1996Name the regime before the sector breakout1997A decision-logic filter for the July-November soybean spread1997Seasonal wheat and corn spread windows1997Seasonal filters for corn-wheat spread breakouts1997Constructing an investor preference index from two capitalization-weighted series1998Constructing a stock-book duration proxy from beta and bond markets1998Gold as a cross-market regime barometer1999The gold-bond inverse is a regime, not a cause1999Confirming an equity idea with rate, commodity, and index spreads