This morning we do a rethink on one of those “soft” relationships in economics: Between the performance of the stock market and the operation of commodity markets.
All this because? We like to develop trading-support models. Intuitively, if you have a modeling system like our “Golem” spreadsheet (and understand it is offset from actual results by virtual of probability quadrature) along with our Elliott Wave calculating BrainAmp spreadsheet, you MAY have a different (odds-changing) view than if you were just trading singular impulsive inputs. Like a “headline number.”
Is there another tool to be found in commodity pricing? Today the theory discussion and one of these days we may do the harder work of coding it.
After headlines, of course.