In this blog, a new section had been added, where we will present some research of QCR Quantitative Commodity Research Limited. We will present summaries of the research free of charge. 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.
The first contribution is titled:
A Timing Model for Stock Markets
Stock markets play a major role for the price developments of commodities, see also this weeks blog article below. 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;
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