MyDVICE

- LETTER & VIEWS by NEV R. AGN
Metals #4 – Energy #6

Metals #4 – Energy #6

More on the relationship between gold and oil (the “Gold-Oil ratio”). 15 June 2020 Further to reading up on statistical research concerning the long-term equilibrium relationship between gold and oil (the research for the most part used cointegration...
Metals #3 – Energy #5

Metals #3 – Energy #5

Brace yourself!  I count at least 4 studies testing the cointegration or long-term equilibrium of the correlation between gold and oil. 10 June 2020 In my previous post I posit the following regarding the gold:oil ratio: Assuming mean reversion (to 17:1 ratio) and a...
Metals #2 – Energy #4

Metals #2 – Energy #4

That crazy gold-oil ratio!  A signal of the next oil bull run?  There is no guarantee of mean-reversion…so proceed with caution. 9 June 2020 Consider the charts further below – the Gold-Oil ratio up until March 2015.  Currently the ratio stands at just...
Metals Post No. 1

Metals Post No. 1

Why I like Platinum 8 June 2020 Check out the spread charts below (Pt versus Pd and Pt versus Au). I cannot figure out why platinum is so out of favour versus palladium and gold.  But what is even more interesting is that luxury watches are still priced with the...