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Mark:
That looks about right. I might still look at foodstuffs in one category and
building and manufacturing materials in another, or make the energy category
instead a basket of grain, silver and copper and a measure of oil.
Best,
Tim Morge
Mark Brown wrote:
>
> >>What would the CRB be classified as?
> >
> >An index? It is heavily weighted toward grains but it has a very good
> neg.correlation with domestic interest rates. The Goldman Index is more
> weighed toward Oil and the JOC toward industrial metals.
> >
> >I'm not sure that I fully understand
>
> >Stewart Taylor
>
> Well I mean I think we should build a quick and dirty big picture overview,
> yes automated thats the only way. We need the following categories I think.
>
> Interest Rates
>
> Stocks
>
> Currency
>
> Energy's
>
> What You guys think? Then we can say if the interest rates do this then
> stocks should do that and if the currency's do this then interest rates
> should do this. ect.
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