Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis
by
 
Keenan, Mark J. S., author.

Title
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis

Author
Keenan, Mark J. S., author.

ISBN
9781119603818
 
9781119603740
 
9781119603849

Uniform Title
Positioning analysis in commodity markets

Edition
Second edition.

Physical Description
1 online resource (xx, 260 pages)

Series
Wiley Trading Advantage

General Note
First edition published as Positioning analysis in commodity markets by Shadewell Publications, 2018.

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.

Abstract
"In recent years, positioning has become a key driver of commodity prices and a principal factor in shaping sentiment and behavior. Advanced Positioning, Flow and Sentiment Analysis in Commodity Markets defines and establishes Positioning Analysis as an area of research that provides a powerful framework to better understand price dynamics, risk, sentiment and behavior in commodity markets. Based on standard positioning data and bridging aspects of fundamental and technical analysis, the approach builds on how certain types of positioning patterns, in the context of changes in variables like price, curve structure, fundamentals such as inventory, seasonal factors, exchange rates, changes in the broader macroeconomic environment and the levels of risk and uncertainty in the market, can be used to develop models, indicators and analyses. These lead to the generation of robust trading signals, that can be either used directly, or integrated into a variety of different trading, investment and risk management programs to enhance performance"-- Provided by publisher

Local Note
John Wiley and Sons

Subject Term
Commodity exchanges -- Mathematical models.
 
Commodity futures.
 
Bourses de marchandises -- Modèles mathématiques.
 
Marchés à terme de marchandises.
 
Commodity exchanges -- Mathematical models
 
Commodity futures

Electronic Access
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119603849


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book595423-1001HG6046 .K43 2020Wiley E-Kitap Koleksiyonu