Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis
Keenan, Mark J. S.
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / Mark J S Keenan - Second edition - xx, 260 pages : color illustrations - Wiley trading advantage .
Includes index.
Advanced positioning, flow, and sentiment analysis in commodity markets The structure of the positioning data Performance attribution - an insight into sentiment and behavioural analysis? Concentration, clustering, and position size - price risks and behavioural patterns "Dry powder (DP)' analysis - an alternative way to visualise positioning Advanced DP analysis - deeper insights and more variables Decomposing trading flow and quantifying position dynamics Overbought/oversold (OBOS) analysis - the intersection of extremes Advanced OBOS analysis - extremes in sentiment and risk Sentiment analysis - sentiment indices and positioning mismatches Newsflow in positioning analysis Flow analysis - the "flow cube' and the 'build ratio' in commodity markets Chinese commodity markets-analysing flow Machine learning - a machine's perspective on positioning History of the COT report The COT reports
9781119603825
Commodity exchanges--Mathematical models
Commodity futures
332.644
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / Mark J S Keenan - Second edition - xx, 260 pages : color illustrations - Wiley trading advantage .
Includes index.
Advanced positioning, flow, and sentiment analysis in commodity markets The structure of the positioning data Performance attribution - an insight into sentiment and behavioural analysis? Concentration, clustering, and position size - price risks and behavioural patterns "Dry powder (DP)' analysis - an alternative way to visualise positioning Advanced DP analysis - deeper insights and more variables Decomposing trading flow and quantifying position dynamics Overbought/oversold (OBOS) analysis - the intersection of extremes Advanced OBOS analysis - extremes in sentiment and risk Sentiment analysis - sentiment indices and positioning mismatches Newsflow in positioning analysis Flow analysis - the "flow cube' and the 'build ratio' in commodity markets Chinese commodity markets-analysing flow Machine learning - a machine's perspective on positioning History of the COT report The COT reports
9781119603825
Commodity exchanges--Mathematical models
Commodity futures
332.644