Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / Mark J S Keenan
By: Keenan, Mark J. S [author].
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Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Book | Main Library Reference Section | Reference | R 332.644 K26a 2020 (Browse shelf) | 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
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