Hi guys,
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.
Thanks in advance
Mandeep