Advanced positioning, flow, and sentiment analysis in commodity markets [online] : bridging fundamental and technical analysis / Mark J.S. Keenan
By: KEENAN, Mark J S
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Material type: 






Index
Introduction
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 ‘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
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