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

Format:

Book

Author/Creator:

Keenan, Mark J. S., author.

Series:

Wiley trading advantage.

Wiley trading advantage

Language:

English

Subjects (All):

Commodity exchanges--Mathematical models.

Commodity exchanges.

Physical Description:

1 online resource (xx, 260 pages).

Edition:

Second edition.

Place of Publication:

Chichester, West Sussex, England : Wiley, [2020]

System Details:

text file

Summary:

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 each category of trader is doing—what they are trading, how much they are trading and how they might behave under a variety of different circumstances. It is essential in isolating specific types of flow patterns, defining behavioral responses, measuring shifts in sentiment, and developing tools for better risk management. Advanced Positioning, Flow and Sentiment Analysis in Commodity Markets explains the fundamentals of Positioning Analysis and presents new concepts in Commodity Positioning Analytics. This invaluable guide helps readers recognize how certain types of positioning patterns can be used to develop models, indicators, and analyses that can be used to enhance performance. This updated second edition contains substantial new material, including analytics based on the analysis of flow, the decomposition of trading flows, trading activity in the Chinese commodity markets, and the inclusion of Newsflow into Positioning Analysis. Author: Mark J S Keenan, also covers the structure of positioning data, performance attribution of speculators, sentiment analysis and the identification of price risks and behavioral patterns that can be used to generate trading signals.. This must-have resource: Offers intuitive and accessible guidance to commodity market participants and risk managers at various levels and diverse areas of the market Provides a wide range of analytics that can be used directly or integrated into a variety of different commodity-related trading, investment, and risk management programs Features an online platform comprising a wide range of customizable, regularly-updated analytical tools Contains an abundance of exceptional graphics, charts, and illustrations Includes easy-to-follow instructions for building analytics. Advanced Positioning, Flow and Sentiment Analysis in Commodity Markets: Bridging Fundamental and Technical Analysis, 2nd Edition is an indispensable source of information for all types of commodity traders, investors, and speculators, as well as investors in other asset classes who look to the commodity markets for price information.

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.

Notes:

Description based on print version record.

Includes bibliographical references and index.

ISBN:

9781119603818

1119603811

9781119603740

1119603749

9781119603849

1119603846