Intermarket Trading Strategies

“Intermarket Trading Strategies” by Markos Katsanos is an innovative and data-rich guide to using intermarket relationships — like those between equities, bonds, commodities, and currencies — to enhance trading signals, filter setups, and improve overall portfolio performance.

Unlike traditional technical analysis that focuses solely on one chart, this book teaches traders to look across multiple markets to anticipate moves, confirm signals, and avoid false breakouts. Katsanos introduces a series of quantitative models, including regression analysis, correlation coefficients, ETF rotation, and neural network filtering, all aimed at providing robust, real-world edge.

You’ll learn how to use:

• Leading ETFs as market proxies for confirmation or divergence
• Correlation-based filters to reduce false signals
• Intermarket timing indicators to improve trend accuracy
• Neural networks to build predictive, self-adapting models
• Rotation strategies to shift capital between asset classes

The book blends trading system development, statistical testing, and multi-market logic into a structured, repeatable methodology that appeals to both discretionary and quant-oriented traders.

✅ What You’ll Learn:

• How different markets (stocks, bonds, gold, crude, etc.) influence each other
• How to time trades using intermarket divergence or confirmation
• How to apply ETFs to build correlation-based filters
• Ways to statistically test and validate your intermarket models
• When and how to rotate sectors or asset classes to maximize performance
• How to build adaptive trading systems using neural networks and custom filters

💡 Key Benefits:

• Elevates your edge by using leading market indicators
• Helps avoid poor trades by confirming setups across correlated instruments
• Equips you with advanced yet actionable statistical tools
• Integrates system development and trade filtering for consistent performance
• Appeals to both technical and quant traders seeking market timing precision

👤 Who This Book Is For:

• Intermediate to advanced traders looking to optimize entry/exit decisions
• System builders and strategy developers seeking smarter filters
• ETF traders interested in sector or asset rotation strategies
• Quantitative traders interested in non-price-based confirmation
• Professionals seeking non-traditional edges in portfolio design

📚 Table of Contents:

1. What Is Intermarket Analysis?
2. Correlation Concepts and Statistical Filters
3. ETF Leaders and Lagging Relationships
4. Confirming Signals Using Multiple Markets
5. Building Intermarket Timing Indicators
6. Market-Neutral and Rotation Strategies
7. Trading System Design and Backtesting
8. Neural Networks and Adaptive Models
9. Case Studies: Sector, Bond, and Commodities
10. Performance Review and Final Strategy Insights