Details

<p>Acknowledgments ix</p> <p>Introduction xi</p> <p><b>PART I 1</b></p> <p>1 Intermarket Analysis 3</p> <p>2 Correlation 17</p> <p>3 Regression 33</p> <p>4 International Indices and Commodities 41</p> <p>5 The S&P 500 69</p> <p>6 European Indices 85</p> <p>7 Gold 93</p> <p>8 Intraday Correlations 111</p> <p>9 Intermarket Indicators 121</p> <p><b>PART II 145</b></p> <p>10 Trading System Design 147</p> <p>11 A Comparison of Fourteen Technical Systems for Trading Gold 175</p> <p>12 Trading the S&P 500 ETF and the e-mini 189</p> <p>13 Trading DAX Futures 201</p> <p>14 A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures 215</p> <p>15 The Use of Intermarket Systems in Trading Stocks 235</p> <p>16 A Relative Strength Asset Allocation Trading System 247</p> <p>17 Forex Trading Using Intermarket Analysis 261</p> <p>18 Conclusion 293</p> <p>Appendix A MetaStock Code and Test Specifications 297</p> <p>Appendix B Neural Network Systems 357</p> <p>Appendix C Rectangles 367</p> <p>Glossary 371</p> <p>Bibliography 385</p> <p>Index 391</p>

<p><b>About the author</b> <p><b>Markos Katsanos</b> is an expert in technical analysis and trading systems and inventor of two new technical indicators. In showing the relationship of volume to price movement, his Finite Volume Element (FVE) and Volume Flow Indicators (VFI) have become popular tools used by traders and the code was incorporated in almost all Technical Analysis and trading software. He has a Bachelors degree in Civil Engineering and a Masters degree in Structural Engineering, and is a member of the Technical Securities Analysts Association of San Francisco (TSAASF). He has traded stocks and commodities since 1987, starting with fundamental analysis. With his engineering training he quickly gravitated to technical analysis of the market. With more than two decades of experience in computerized analysis of stocks and futures, he has spent years refining his methods to come up with some of the most profitable strategies for choosing trades. He specializes in mechanical systems and has constructed dozens of systems for his clients and his own use. Markos Katsanos has contributed several articles to <i>Technical Analysis of Stocks & Commodities</i> and other financial publications. He is currently in the process of setting up his own financial consulting company.

<p>"When I started my research on intermarket analysis in the early 90s, there were only very few analysts active in this field. John Murphy was the first to introduce intermarket relationships and I was the first to publish mechanical trading strategies using them. Others have followed up over the years but with very little original research. This is the first book I have seen in years with new material, ideas and trading systems that helps advance the field of intermarket analysis. I have read many books and articles during my career and I think that this book is one of the best on the subject and it will become a great reference for applications of Intermarket analysis and especially trading system development in today's volatile markets."<br> <b> —Murray Ruggiero,</b> Vice President of Research and Development of TradersStudio software, contributing editor of <i>Futures Magazine</i> and author of several books on trading systems and intermarket analysis <p>"It is clear from reading Intermarket Trading Strategies that Markos Katsanos has combined technical competence with common sense to bring a breath of fresh air to active investors. His examples are timely and well thought out, reflecting an awareness of our high-risk environment. He understands and explains the important principles underlying successful trading and offers his solutions. I can highly recommend it."<br> <b> —Perry Kaufman,</b> trader and author of <i>The New Trading Systems and Methods</i> <p>"Before designing a trading system, it is absolutely necessary to gain a deep understanding of the markets. Markos Katsanos does an excellent job of explaining the relationships between different markets through the use of statistical tools, which he does in clear and simple language. Readers of this notable book will be better able to create trading systems that can conquer any market."<br> <b> —Jayanthi Gopalakrishnan,</b> editor of <i>Technical Analysis of Stocks & Commodities</i> magazine

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