TY  - BOOK
AU  - Keenan,Mark J.S.
TI  - Advanced positioning, flow, and sentiment analysis in commodity markets: : bridging fundamental and technical analysis
T2  - Wiley trading advantage
SN  - 9781119603825
U1  - 332.644 
PY  - 2020///
CY  - Chichester, West Sussex
PB  - John Wiley & Sons
KW  - Commodity exchanges
KW  - Mathematical models
KW  - Commodity futures
N1  - 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
ER  -