I’ve been exploring using the bond price to predict the SPX500 or even the Japan225 as a lead – (drawing inspiration from Tom McCullen and US Broker VantagePoint’s propriety MA pushed out 3 to 5 days as a forward view using this type of analysis).
Seeking Advice / Help – I’ve been experimenting with the Optuma correlation tool between assets to see if there is a r/ship in the past with one asset to another. And then push this out x days as a forecast.
Is there any way to scan a list of pre-determined assets and then see if a period of asset A history correlates highly with the recent price of asset B. Then I can offset asset A out by x days as a forecast for Asset B.
The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.