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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
Wiley,
2020.
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| Edición: | Second edition. |
| Colección: | Wiley Trading Advantage
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- 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.