RTP 9/12 - Intermarket Trading S&P, ETF Basket, Currencies, TLT ETF - M Ruggiero

  • September 12, 2013 · 6:30 PM
  • This location is shown only to members


Murray Ruggiero will disclose his rules for successful intermarket-based trading in a number of markets, that you could implement yourself!  (Let's plan on sharing some experiences in later meetings).

One of his systems is an intraday S&P Emini (ES) day-trading system based on movements relative to Treasury Bonds.  He will also explain a separate S&P end-of-day trading approach based on divergences against a particular high-end jewelry store stock.

The Emini day-trading system trades long and short on futures, but most of the others that he will cover are long-only and can be traded in a regular stock account.

For ETF traders, he will explain, with the rules, how to trade a basket of 17 ETF's.   This approach is, as noted above, long-only, with rebalancing. You are long the top four with positive returns.  There is a permission filter for times to be completely flat.  He likes trading this one with Fidelity because they allow trading ETF's commission-free.

Another ETF that Murray trades is TLT.  He will explain how to trade it based on relationships with utility stocks.

Separately, he will disclose several successful combinations for trading currencies.  For example, USD-AUS based on movements in BP-AUS.  He will also explain how to trade the Yen based on movements in commodities.

He will also touch briefly on his Gold Trading system,  just to illustrate what is possible.  For that Gold system, unlike the others, he will not be disclosing the rules.

Murray will explain how he learned that the key is to look at how different markets behave when they diverge, rather than, as is often thought, when their paths converge.  This is a key insight than has been the basis of many of his successful trading systems.

Murray Ruggiero is Vice President of Research and Development for Traders Studio, the testing platform on which many of his systems are delivered.  Murray mentions that you may want to download the free demo version at ttp://www.tradersstudio.com/SpecialOffers/DemoVersion.aspx for some illustrations of how his systems work.

He is also the Chief Systems Designer of Tuttle Wealth Management, and author of  4 of the top 10 trading systems ranked by Futures Truth http://www.futurestruth.com/top10past12months.htm (MAR is Murray).

He has written over 180 articles for Futures Magazine:  http://www.futuresmag.com/author/murray-a-ruggiero-jr , where he has been a contributing editor since 1994.

He developed a trading system platform, Traders Studio http://www.tradersstudio.com/ .

Murray has just started a new Trading Science blog http://tradingasascience.com/

For a recent interview, see http://www.striker-report.com/issues/SR_newsletter.php?issueID=79&intID=55

Murray wrote the book "Cybernetic Trading Strategies" (Wiley)http://www.amazon.com/Cybernetic-Trading-Strategies-State---Art/dp/0471149209 .

I contacted Murray because of his successes and reputation, and he kindly agreed to talk. It turned out that Murray wants to video-tape a trading course before a live audience. We are providing him with the live audience! Murray will fly down here and, in exchange, we will help him tape it all for later sale nationally.  But the talk will be free to our members.  That is win-win for us both.

One of our members is lending us his camcorder.  We could ideally use a second as well if anyone has one (an older one is fine if it has miniDV).  Also, we could use one or two additional people to help operate the equipment. Please email [masked] if you might be able to help. Also if you are a video aficionado please contact me if you may be able to help in other aspects such as converting and editing the tapes afterward.

The meeting is free and we have room for some more people.  If you are coming from afar and are not a member, that's fine but please email me so that I can keep track of estimated attendance.

For a recent refereed IEEE paper on Intermarket Divergence that Murray presented to the IEEE CIFEr 2012 Conference Computational Intelligence for Financial Engineering and Economics, see http://files.meetup.com/1004673/Murray_Ruggiero_Intermaket_Divergence_IEEE.pdf .

After the meeting ends around 8:45, we will go to the nearby Ted's Montana Grill, and Murray is joining us.  The more the merrier, and that will be quite a unique opportunity to chat with Murray. PLEASE TRY TO MAKE THE DINNER because Murray would like a chance to talk to people at it.  It will be everyone on their own tab though (except I or Dave will pick up Murray's check).

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  • Dr. Jose' R.

    Here is a YouTube video of Murray giving a talk about Intermarket Analysis: http://www.youtube.com/watch?v=pJEASL2CzE4

    September 11, 2013

    • Dr. Jose' R.

      <<it is truncated.>>, well if you are referring to the video cutoff after about 26 seconds, actually by clicking on the red button "subscribe" I was able to watch the whole 9 minutes presentation. You can then "unsubscribe" after watching the video.

      September 11, 2013

    • Don B.

      Right, I think it is the first 9 minutes of a full talk he gave back in 1995 at a Futures West conference, but it does give a brief idea of what Intermarket Analysis is, and is a good teaser for our meeting! It is interesting that he mentions the relationship between Treasury Bonds and stocks. He will bring the story of that relationship up to date in his talk tonight and I think that what he has found will surprise some people.
      It was not posted by him. I guess TradeWins has the old tapes from that conference and is posting excerpts.

      September 12, 2013

  • Don B.

    This meeting has now been referred to by Murray at

    September 9, 2013

  • Rock P.

    I can help with the set-up

    September 5, 2013

    • Don B.

      Thanks Rock, that will help! Don

      September 6, 2013

  • Matt R.

    Jack if you have access to ThinkorSwim's platform you can find those by using the scan tab and selecting the "Stock Hacker". From there create your own scans to find movers or use some of their preset scans. Also If you have Etrade or Scottrade they provide the "Trade Ideas" scanner which allows you to find those type of plays. I would caution against using much size in those type of stocks though as they are much easier to get filled on the way in than on the way out when they start moving.

    September 5, 2013

  • John "Jack" S.

    If any or all of you are interested, what are your ideas on how to find moves like LOTE, FNMA and others that move up a vast percentage in a short time? Hopefully finding them and getting in before the herd does? These are the plays that most interest me at the moment. Thanks!

    September 5, 2013

  • John "Jack" S.

    Hi ...

    If work permits, I'd like to attend. John

    September 5, 2013

    • Don B.

      Jack, I hope you can make it! Don

      1 · September 5, 2013

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