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

By: Keenan, Mark J. S [author.]
Language: English Series: Wiley Trading AdvantagePublisher: [Chichester, West Sussex] : Wiley, [2020]Edition: Second EditionDescription: 1 online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9781119603818; 9781119603740Uniform titles: Positioning analysis in commodity markets Subject(s): Commodity exchanges -- Mathematical models | Commodity futures | Sentiment analysisGenre/Form: Electronic books.DDC classification: 332.64/4 LOC classification: HG6046Online resources: Full text available at Wiley Online Library Click here to view
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.
Summary: "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.
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current location Home library Call number Status Date due Barcode Item holds
EBOOK EBOOK COLLEGE LIBRARY
COLLEGE LIBRARY
332.644 K25 2020 (Browse shelf) Available CL-51070
Total holds: 0

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

Includes bibliographical references and 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.

"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.

Description based on print version record and CIP data provided by publisher; resource not viewed.

There are no comments for this item.

to post a comment.