Intermarket analysis

A system for obtaining predicted future market data for a primary market, the system comprising a processor comprising a neural network, the processor configured to:

• process training data inputted to the neural network until the neural network is trained to generate predictive output data that is close to the actual market data for the primary market, the training data comprising market data for at least one key intermarket of the primary market, market data for at least one general intermarket of the primary market, and market data for at least one predictive intermarket of the primary market, wherein (i) the at least one key market comprises at least one market known to have the most influence on the supply/demand outcome of the primary market, is selected from a first pool of intermarkets, and is removed from the first pool of intermarkets to yield a second pool of intermarkets;
• (ii) the at least one general intermarket comprises the market in the second pool that best correlates with the primary market, is selected from the second pool of intermarkets, and is removed from the second pool of intermarkets to yield a third pool of intermarkets;
• (iii) and the at least one predictive intermarket comprises the market in the third pool of intermarkets whose price activity most closely leads that of the primary market;
• process market data for the primary market inputted to the trained neural network to obtain predicted future market data for the primary market;
• and
• output the predicted future market data.

A computer program product comprising:

• a non-transitory, computer-usable medium comprising computer-usable program code that uses a neural network to perform intermarket analysis to predict future market data for a primary market, the computer-usable medium comprising:
• executable computer-usable program code that processes training data inputted to the neural network until the neural network is trained to generate predictive output data that is close to the actual market data for the primary market, the training data comprising market data for at least one key intermarket of the primary market, market data for at least one general intermarket of the primary market, and market data for at least one predictive intermarket of the primary market, wherein (i) the at least one key market comprises at least one market known to have the most influence on the supply/demand outcome of the primary market, is selected from a first pool of intermarkets, and is removed from the first pool of intermarkets to yield a second pool of intermarkets;
• (ii) the at least one general intermarket comprises the market in the second pool that best correlates with the primary market, is selected from the second pool of intermarkets, and is removed from the second pool of intermarkets to yield a third pool of intermarkets;
• (iii) and the at least one predictive intermarket comprises the market in the third pool of intermarkets whose price activity most closely leads that of the primary market;
• executable computer-usable program code that, after the neural network is trained, processes market data for the primary market inputted to the trained neural network to obtain predicted future market data for the primary market;
• and
• executable computer-usable program code that outputs the predicted future market data.