Advanced positioning, flow, and sentiment analysis in commodity markets bridging fundamental and technical analysis
The definitive book on Positioning Analysis — a powerful and sophisticated framework to help traders, investors and risk managers better understand commodity markets Positioning Analysis is a powerful framework to better understand commodity price dynamics, risk, and sentiment. It indicates what eac...
| Other Authors: | |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Chichester, West Sussex, England :
Wiley
[2020]
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| Edition: | Second edition |
| Series: | Wiley trading advantage.
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630725906719 |
Table of 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.
