Exploiting the home sales/lumber link

摘要

In many cases, statistical relationships can be found between fundamental data and market prices. However, the trick is finding relationships that are tradable using models simple enough so they hold up over time.rnThe U.S. Census Bureau publishes data on new home sales on roughly the 17th day of every month. Data are presented both as seasonally adjusted and in raw form. (Periodically, the Department of Housing changes the seasonal adjustment, which has an effect on the reported number and may introduce a degree of error in this analysis.)