000 02138nam a2200481 4500
999 _c21309
_d21308
003 OSt
005 20240105144000.0
008 240104s2020 enkad 001 0 eng d
020 _a9781119603825
040 _cQCPL
_erda
082 _a332.644
100 1 _aKeenan, Mark J. S.
_eauthor
240 1 0 _aPositioning analysis in commodity markets
245 1 0 _aAdvanced positioning, flow, and sentiment analysis in commodity markets
_b: bridging fundamental and technical analysis
_c/ Mark J S Keenan
250 _aSecond edition
264 1 _aChichester, West Sussex :
_bJohn Wiley & Sons,
_c2020
300 _axx, 260 pages :
_bcolor illustrations
336 _2rdacontent
_atext
337 _2rdamedia
_aunmediated
338 _2rdacarrier
_avolume
490 _aWiley trading advantage
500 _aIncludes index.
505 0 _aAdvanced positioning, flow, and sentiment analysis in commodity markets
505 0 _aThe structure of the positioning data
505 0 _aPerformance attribution - an insight into sentiment and behavioural analysis?
505 0 _aConcentration, clustering, and position size - price risks and behavioural patterns
505 0 _a"Dry powder (DP)' analysis - an alternative way to visualise positioning
505 0 _aAdvanced DP analysis - deeper insights and more variables
505 0 _aDecomposing trading flow and quantifying position dynamics
505 0 _aOverbought/oversold (OBOS) analysis - the intersection of extremes
505 0 _aAdvanced OBOS analysis - extremes in sentiment and risk
505 0 _aSentiment analysis - sentiment indices and positioning mismatches
505 0 _aNewsflow in positioning analysis
505 0 _aFlow analysis - the "flow cube' and the 'build ratio' in commodity markets
505 0 _aChinese commodity markets-analysing flow
505 0 _aMachine learning - a machine's perspective on positioning
505 0 _aHistory of the COT report
505 0 _aThe COT reports
650 _aCommodity exchanges
_xMathematical models
650 _aCommodity futures
690 _910969
_aBusiness & money
942 _2ddc
_cBOOK