i*u
发帖数: 299 | 1 chart speaks for a thousand words... |
i*u
发帖数: 299 | 2 Update 2/24/2012
- Stock is under resistance against Bond.
- Momentum is weakening for stock
- Bond strengthen |
c*******d
发帖数: 353 | 3 your stock number looks like sp500, what's the source of your bond number? |
i*u
发帖数: 299 | 4 DJ CBOT TREASURY INDEX for bond.
SPX for stock.
【在 c*******d 的大作中提到】
: your stock number looks like sp500, what's the source of your bond number?
|
c*******d
发帖数: 353 | 5 I guess you should only compare the trend, not the actual numbers. The index
numbers are not directly comparable, correct? |
i*u
发帖数: 299 | 6 numbers were adjusted by date (in term of stock trading date), the extra
records from bond were removed.
index
【在 c*******d 的大作中提到】
: I guess you should only compare the trend, not the actual numbers. The index
: numbers are not directly comparable, correct?
|
i*u
发帖数: 299 | 7 update:
- fixed zero line
- added description
【在 i*u 的大作中提到】
: chart speaks for a thousand words...
|
c*******d
发帖数: 353 | 8 Why do you think these 2 index numbers are directly comparable? |
c*******o
发帖数: 1722 | 9 近几年的treasury total return确实比stock好。
【在 i*u 的大作中提到】
: chart speaks for a thousand words...
|
i*u
发帖数: 299 | 10 These two assets are substitutable in portfolio allocation. Investors
reallocate their bond/stock holding in different economic environment. This
oscillator is about the idea of relative strength and substitution effect
between assets. I am not very sure what you mean by comparable but let me
know if you have any question.
【在 c*******d 的大作中提到】
: Why do you think these 2 index numbers are directly comparable?
|
c*******d
发帖数: 353 | 11 You answered my question. I think this graph is very useful now I see its
merit. Thanks, keep it updated if you can.
This
【在 i*u 的大作中提到】
: These two assets are substitutable in portfolio allocation. Investors
: reallocate their bond/stock holding in different economic environment. This
: oscillator is about the idea of relative strength and substitution effect
: between assets. I am not very sure what you mean by comparable but let me
: know if you have any question.
|
