Mar

17

The T35 is an index that tracks the largest 35 stocks on the Tel-Aviv Stock exchange. I noticed that the T35 skyrockets during episodes of political aggression. On combing through the actual stocks, it turns out that the largest cap stock (about 10% of the index) is ESLT, a defence contractor.

Gold spikes usually before confirmed acts of political aggression. Oil also has some relationship with that political aggression in the middle east. The T35, mostly ESLT driven also has a relationship with war.

Might some combination of these make a good multivariate predictor?
Spike in Gold predicting a spike in ESLT (T35)?
Spike in ESLT predicting spike Oil?

Big Al writes:

It was often thought that the move of the TASE on Sunday was a predictor for the S&P on at least Monday. However, the TASE stopped Sunday trading in January and shifted from a Sunday-Thursday week to a Monday-Friday week.


Comments

Name

Email

Website

Speak your mind

Archives

Resources & Links

Search