Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis için kapak resmi
Başlık:
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis
Yazar:
Keenan, Mark J. S., author.
ISBN:
9781119603818

9781119603740

9781119603849
Tek Biçim Başlık:
Positioning analysis in commodity markets
Basım Bilgisi:
Second edition.
Fiziksel Tanımlama:
1 online resource (xx, 260 pages)
Seri:
Wiley Trading Advantage
Genel Not:
First edition published as Positioning analysis in commodity markets by Shadewell Publications, 2018.
İçerik:
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.
Özet:
"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
Notlar:
John Wiley and Sons
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