Quantitative investment and trading ideas, research, and analysis.
Tuesday, February 27, 2007
Platinum-gold spread revisited
Now that Chinese New Year is over, it is time to revisit the Platinum-Gold spread that I talked about last November. The theory is that with the demand for gold seasonally exhausted due to the end of Asian festivities, gold prices will decline relative to platinum. We now have the opportunity to test this theory again.