Development of a cross-stationary trading strategy combining EWC, SPY, and XAUUSD. By leveraging long-term stationary relationships between equity and commodity assets, the strategy exploits mean-reversion opportunities. Gold mining plays a key role in the global economy, and commodity indices like XAUUSD provide insights into macroeconomic trends, enhancing portfolio optimization

To get High Returns with Low Beta (Market Neutral), we need a pair that hates each other. We need assets that move in opposite directions during stress. We will trade the spread between Consumer Discretionary (XLY) and Consumer Staples (XLP). XLY (Amazon, Tesla, Nike): Rips when the economy is booming. Dies when rates rise. XLP (Coke, P&G, Walmart): Boring. People buy toothpaste even during a crash. Holds value when the market tanks. We use Macro Data (Interest Rates) + Ensemble Learning to predict who wins next week.

Partiendo de un dataset masivo de transacciones, se realiza un affinity market study para analizar la relación entre compras pasadas y futuras, y mediante machine learning se predice el cashflow futuro.