CMT Level 3

Chapter 2: Analyzing the Macro-Finance Environment

Weigand, Robert A.: Applied Equity Analysis and Portfolio Management, John Wiley & Sons, Inc., c. 2014, ISBN: 9781118630914

Chapter: 2, 7

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Chapter 2: Analyzing the Macro-Finance Environment
Chapter 7: Portfolio Risk and Performance Attribution

Chapter 2: Everything Is Relative Strength Is Everything

• “This Time It’s Different”
• What is Comparative Relative Strength?
• The JdK RS-Ratio and JdK RS-Momentum
• Relative Rotation Graphs
• Conclusion

Ciana, Paul: New Frontiers in Technical Analysis, John Wiley & Sons, Inc., c. 2011, ISBN: 978-1-57660-376-5

Chapter: 2

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Chapter 2: Everything Is Relative Strength Is Everything

Chapter 9: Intermarket Indicators

• Relative Strength
• Bollinger Band Divergence
• Intermarket Disparity
• Intermarket LRS Divergence
• Intermarket Regression Divergence
• Intermarket Momentum Oscillator
• Z-Score Divergence
• Multiple Intermarket Divergence
• Multiple Regression Divergence
• Intermarket Moving Average
• Congestion Index

Chapter 8: Intraday Correlations

• Relationships Between Different Time Frames
• Intermarket Regression
• Which Time Frame?
• Lagging or Leading?

Chapter 7: Gold

• Correlations with Equity and Commodity Assets
• Leading or Lagging?
• Which Time Frame?

Chapter 6: European Indicies

• The DAX
• Correlation with Stocks
• European Futures
• Time Factor
• Intraday

Chapter 5: The S&P 500

• Correlation with International Indicies
• Interest Rates, Commodities, FOREX, and the VIX
• Correlation Between the S&P 500 and Stocks