Research Papers and Products

In this new section, we will present some research of QCR Quantitative Commodity Research Limited. We will present summaries of the research for free. However, fully detailed research results might be available only for purchases, especially if this research could by applied for trading in financial and commodity markets.

For all publicly presented research, the following disclaimer applies. All material presented here is only for educational purpose. It does not constitute any investment advice or trading recommendation. Trading in financial and commodity markets is risky and should only be conducted by persons well advised and capitalized. QCR Quantitative Commodity Research will not be liable for any losses. Only the law of the Federal Republic of Germany will apply.


A Timing Model for Stock Markets

Stock markets play a major role also for the price developments of commodities. The S&P 500 index is one explanatory variable in our fair value models for precious and base metals. Thus, it is essential to analyse the future direction of stock markets for drawing conclusions and providing forecasts for price trends in metal markets. QCR has developed a macro-economic indicator for this purpose. This indicator could also be used for timing long and short positions in stock markets. The following document provides a summary and shows the test result for a trading strategy based on the indicator. This document could be downloaded for free. However,  a document on constructing the macro-economic indicator could be purchased from QCR. Please, contact us by e-mail at qcr.research@t-online.de for further details.

The free document is available as Rings on stock exchanges summary.pdf;