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|2 23
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|a UAMI
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|a Keenan, Mark J. S.
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|a Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets :
|b Bridging Fundamental and Technical Analysis.
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| 250 |
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|a 2nd ed.
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| 260 |
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|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2019.
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| 300 |
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|a 1 online resource (283 pages)
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 588 |
0 |
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|a Print version record.
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|a 1.1 Positioning Analysis -- What Is It? -- 1.1.1 Positioning Data -- 1.1.2 Positioning Analysis -- Bridging Fundamental and Technical Analysis -- 1.1.3 Positioning Signals, Indicators, Models, and Analyses -- 1.2 The History of Positioning Data, the COT Report, and the Agencies that Provide the Data -- 1.3 Misunderstandings and Issues in Positioning Analysis -- 1.3.1 The Issue of Lag -- 1.3.2 The Issue of Trader Classification -- 1.3.3 The Motivation Behind the Positions -- 1.3.4 Concerns About the 'Age' of Positions -- 1.4 Futures and Options Data -- Chapter 2 The Structure of the Positioning Data
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|a Chapter objectives -- 2.1 The Structure of Positioning Data -- 2.1.1 The Commitments of Traders (COT) Reports -- 2.1.2 The COT Report Overview -- Breaking It Down -- 2.2 Positioning Data for the London Metal Exchange (LME) -- The MiFID Classifications -- 2.2.1 The LME COT Report -- 2.3 Other Types of Positioning and Flow Data -- 2.3.1 The London Bullion Market Association (LBMA) LBMA-i Trade Reporting Data -- 2.3.2 Shanghai Futures Exchange (SHFE) Member Volume, Open Interest Rankings -- 2.4 The Structure of Commodity Markets -- 2.4.1 The Total Value of Each Commodity Market
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| 505 |
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|a Chapter 3 Performance Attribution -- An Insight into Sentiment and Behavioural Analysis? -- Chapter objectives -- 3.1 The Proliferation of Speculative Positioning Data -- 3.2 Why is Positioning Data Interesting -- 3.3 Measuring the Skill or Performance of MMs -- 3.3.1 The Reporting Timeline -- 3.3.2 Developing a Performance Model -- 3.3.3 Absolute Performance Based on Net Futures Positioning -- 3.3.4 Relative Performance Based on Net Futures Positioning -- 3.3.5 Absolute Performance Based on Net Trader Number Positioning
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| 505 |
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|a 3.3.6 Relative Performance Based on Net Trader Number Positioning (Trader Alignment) -- 3.4 Net Futures Positioning vs Net Trader Number Positioning or Alignment -- 3.4.1 Dynamic Performance Tables -- Who's the Best -- Chapter 4 Concentration, Clustering, and Position Size -- Price Risks and Behavioural Patterns -- Chapter objectives -- 4.1 Concentration, Clustering, and Position Size -- 4.1.1 Formulae and Calculations -- 4.2 Concentration, Clustering, Position Size, and Their Relationship to Price Over Time -- 4.2.1 Positioning Price (PP) Concentration Indicator
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| 500 |
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|a 4.2.2 Positioning Price Clustering Indicator
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 650 |
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0 |
|a Commodity exchanges
|x Mathematical models.
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| 650 |
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0 |
|a Commodity futures.
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| 650 |
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6 |
|a Bourses de marchandises
|x Modèles mathématiques.
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| 650 |
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6 |
|a Marchés à terme de marchandises.
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| 650 |
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7 |
|a Commodity exchanges
|x Mathematical models
|2 fast
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| 650 |
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7 |
|a Commodity futures
|2 fast
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| 758 |
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|i has work:
|a Positioning analysis in commodity markets (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCG4xDjvvpgXT6yvp77GRw3
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Keenan, Mark J.S.
|t Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets : Bridging Fundamental and Technical Analysis.
|d Newark : John Wiley & Sons, Incorporated, ©2019
|z 9781119603825
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=6001542
|z Texto completo
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| 938 |
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|a Askews and Holts Library Services
|b ASKH
|n AH36407485
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| 938 |
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|a Askews and Holts Library Services
|b ASKH
|n AH36900013
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|a ProQuest Ebook Central
|b EBLB
|n EBL6001542
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| 994 |
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|a 92
|b IZTAP
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