TL;DRAbstract
It has been frequently observed that US markets leads other developed markets in Europe or Asia, and that at times the leader becomes the follower. Within a market, or even across different markets, some assets’ returns are observed to behave like other assets’ returns, or completely opposite, and thus may serve as pairs for a trading strategy or portfolio selection.
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It has been frequently observed that US markets leads other developed markets in Europe or Asia, and that at times the leader becomes the follower. Within a market, or even across different markets, some assets’ returns are observed to behave like other assets’ returns, or completely opposite, and thus may serve as pairs for a trading strategy or portfolio selection.
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