Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis /: bridging fundamental and technical analysis. (2020)

• Record Type: Book
• Uniform Title: Positioning analysis in commodity markets
• Further Information: Note: Mark J S Keenan.
• Authors: Keenan, Mark J. S
• 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.
• Edition: Second edition
• Publisher Details: Chichester, West Sussex, United Kingdom : Wiley
• Publication Date: 2020
• Copyright Date: 2020
• Extent: 1 online resource (xx, 260 pages)
• Subjects: 332.64/4; Commodity exchanges -- Mathematical models; Commodity futures; Commodity exchanges -- Mathematical models; Commodity futures; Electronic books
• Languages: English
• ISBNs: 9781119603818; 9781119603740; 1119603749; 1119603811; 9781119603849; 1119603846
• Related ISBNs: 9781119603825; 111960382X; 1119603749
• Notes: Note: Includes bibliographical references and index.; Note: Description based on online resource; title from digital title page (viewed on February 25, 2020).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.