Thanks for all the info Arryex. I read the book a few years back, tried to use Neuro Solutions to reproduce Mendlsohn's results, and finally gave up. I didn't have all the data, and Neuro Solutions took a looong time training nets.Anybody know about VantagePoint's Intermarket Anaylisis?
As explained in the book "Trend Forecasting with Technical Analysis" by Louis Mendelsohn, intermarket analysis provide more precise trading strategies.
Did you use NS2 or NST for training? Have you tried using NST to develop trading rules and to backtest the rules? Any results you would care to post?