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

"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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Keenan, Mark J. S. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, United Kingdom : Wiley, 2020.
Edición:Second edition.
Colección:Wiley Trading Advantage
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

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240 1 0 |a Positioning analysis in commodity markets 
245 1 0 |a Advanced positioning, flow, and sentiment analysis in commodity markets :  |b bridging fundamental and technical analysis /  |c Mark J S Keenan. 
250 |a Second edition. 
264 1 |a Chichester, West Sussex, United Kingdom :  |b Wiley,  |c 2020. 
264 4 |c ©2020 
300 |a 1 online resource (xx, 260 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 0 |a Wiley Trading Advantage 
500 |a First edition published as Positioning analysis in commodity markets by Shadewell Publications, 2018. 
504 |a Includes bibliographical references and index. 
505 0 |a 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. 
520 |a "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"--  |c Provided by publisher 
588 0 |a Online resource; title from digital title page (viewed on February 25, 2020). 
590 |a O'Reilly  |b O'Reilly Online Learning: Academic/Public Library Edition 
650 0 |a Commodity exchanges  |x Mathematical models. 
650 0 |a Commodity futures. 
650 6 |a Bourses de marchandises  |x Modèles mathématiques. 
650 6 |a Marchés à terme de marchandises. 
650 7 |a Commodity exchanges  |x Mathematical models  |2 fast 
650 7 |a Commodity futures  |2 fast 
776 0 8 |i Print version:  |a Keenan, Mark J.S.  |t Advanced positioning, flow and sentiment analysis in commodity markets.  |b Second edition.  |d Chichester, West Sussex : Wiley, 2020  |z 9781119603825  |w (DLC) 2019027667 
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