Local cover image
Local cover image

Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / Mark J S Keenan

By: Material type: TextTextSeries: Wiley trading advantagePublisher: Chichester, West Sussex : John Wiley & Sons, 2020Edition: Second editionDescription: xx, 260 pages : color illustrationsContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9781119603825
Uniform titles:
  • Positioning analysis in commodity markets
Subject(s): DDC classification:
  • 332.644
Contents:
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
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Status Barcode
Book Book Main Library Reference Section Reference R 332.644 K26a 2020 (Browse shelf(Opens below)) Room use only 52800QC

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

There are no comments on this title.

to post a comment.

Click on an image to view it in the image viewer

Local cover image