Trading Strategies for the Global Stock, Bond, Commodity, and Currency Markets 1 pdf

... say, the rebound in the mark and the gold market corresponded FIGURE 5 .11 GOLD VERSUS THE DEUTSCHE MARK FROM 19 87 THROUGH MOST OF 19 89. BOTH PEAKED TOGETHER AT THE END OF 19 87 AND FELL UNTIL THE ... bottom and the 19 87 top. (Gold also led the downturn in the CRB Index in 19 80.) The 19 85 bottom in gold was more than a year ahead of the 19 86 bottom in...

Ngày tải lên: 20/06/2014, 23:20

... led at the 19 86 bottom, while the Foodstuffs led at the 19 88 peak. THE JOC INDEX AND RAW INDUSTRIALS 10 1 FIGURE 7 .1 A COMPARISON OF THE CRB FUTURES INDEX AND THE CRB SPOT INDEX FROM 19 87 TO 19 89. ... back to the beginning of the decade, the dollar bottomed in 19 80, two years before the 19 82 bottom in stocks. In 19 88 and 19 89 the dollar and sto...

Ngày tải lên: 20/06/2014, 23:20

... out of the six with an average lead time of eight months. The two times when the CRB Index lagged turns in the CPI Index (19 77 and THE CRB INDEX VERSUS THE PPI AND THE CPI 11 9 FIGURE 7 .17 THE CRB ... can be seen in the three peaks that took place in early 19 86, late 19 87, and late 19 89. (Going back a bit further in time, U.S. stock market peaks in 19 29, 19...

Ngày tải lên: 20/06/2014, 23:20

... half of 19 87 and the last quarter of 19 89. The S&L Index formed a major "head and shoulders" topping pattern throughout 19 86 and 19 87. As stocks were rallying to new highs in the summer ... During 19 86 and 19 87, the S&L group was caught in between the upward pull of rising stock prices and the downward pull of a falling bond market. By the...

Ngày tải lên: 20/06/2014, 23:20

... 10 5.40 Gold 10 3.27 Lumber 10 4.40 Cattle 10 3.04* Sugar 10 4.34 Cocoa 10 2.03* Heating oil 10 3 .11 Corn 10 1. 61* Cattle 10 2.79 Cotton 10 1.23* Porkbellies 99.59 Gasoline 10 0.59 Corn 99 .13 Soy. oil 10 0.40* ... Commodity (last 10 0 days) Lumber 10 5.70* Orange juice 14 4.34 Orange juice 10 5.62 Crude oil 11 2.24 Platinum 10 5.59* Gasoline 11 1.39 Crude oil 10 5.36...

Ngày tải lên: 20/06/2014, 23:20

... turns in the CRB Index at the 19 85 bottom and the 19 87 top. (Gold also led the downturn in the CRB Index in 19 80.) The 19 85 bottom in gold was more than a year ahead of the 19 86 bottom in the CRB ... say, the rebound in the mark and the gold market corresponded FIGURE 5 .11 GOLD VERSUS THE DEUTSCHE MARK FROM 19 87 THROUGH MOST OF 19 89. BOTH PEAKED TOG...

Ngày tải lên: 21/06/2014, 07:20

... turns in the CPI Index (19 77 and THE CRB INDEX VERSUS THE PPI AND THE CPI 11 9 FIGURE 7 .17 THE CRB FUTURES PRICE INDEX VERSUS ANNUAL RATES OF CHANGE FOR THE CONSUMER PRICE INDEX (CPI-W) AND THE PRODUCER ... can be seen in the three peaks that took place in early 19 86, late 19 87, and late 19 89. (Going back a bit further in time, U.S. stock market peaks in 19...

Ngày tải lên: 21/06/2014, 07:20

... such as gold and oil. The study of gold and oil leads us to the next stop on the intermarket journey, and that is the study of industry groups. Two global themes that were seen as the 19 80s ended ... crude oil at the end of 19 88 and again in the fall of 19 89 helped launch strong rallies in oil shares. Figure 9 .11 provides an even closer look at the second half...

Ngày tải lên: 21/06/2014, 07:20

... 10 5.40 Gold 10 3.27 Lumber 10 4.40 Cattle 10 3.04* Sugar 10 4.34 Cocoa 10 2.03* Heating oil 10 3 .11 Corn 10 1. 61* Cattle 10 2.79 Cotton 10 1.23* Porkbellies 99.59 Gasoline 10 0.59 Corn 99 .13 Soy. oil 10 0.40* ... Commodity (last 10 0 days) Lumber 10 5.70* Orange juice 14 4.34 Orange juice 10 5.62 Crude oil 11 2.24 Platinum 10 5.59* Gasoline 11 1.39 Crude oil 10 5.36...

Ngày tải lên: 21/06/2014, 07:20

... 9, 15 0 -15 7, 15 8 vs. money center stocks, 17 0 -17 1 Gold mutual funds, 15 2, 15 3 Gold/silver ratio, 19 9 Grain markets, 8, 38, 98, 11 0, 11 1, 18 8 : Great Britain, 2, 7, 10 , 66, 12 4, 12 5, 12 6, 12 7, 12 8 -13 2, ... 71, 12 9, 13 3, 15 2, 273, 275 Double top, 43, 45, 62, 89, 16 0, 16 1, 16 2, 16 5, 17 2, 17 5, 17 7, 18 1, 18 2, 212 , 273, 275 Dow Jones...

Ngày tải lên: 21/06/2014, 07:20