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Benefiting from intermarket relationships

Benefiting from intermarket relationships
 

A fundamental perspective concerning factors responsible for financial market behavior recognizes the particular sensitivities a given market has to specific fundamental phenomena.

A market’s peculiar set of sensitivities, in fact largely distinguish it from an alternate market. Markets that typically trend in the same direction, such as stocks and bonds are positively correlated. Market sectors, such as bonds and commodities, which typically move in opposite directions, are negatively correlated. Two different markets may respond similarly (in a qualitative way) to any given force, yet vary in the velocity of response. The myriad spectrum of financial sectors and individual financial instruments within each sector, create all sorts of correlations which can be exploited for edge.

Tune in to the presentation, I’ll give this Thursday (02/06/14), where I’ll delineate specific trade entry opportunities (occurring this week) that I expect will specifically benefit from these intermarket relationships.

 

Register Now for the Upcoming Free Webinar

 

 

 

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