LEADER 04783nam 2200469 450 001 9910812122903321 005 20200227142307.0 010 $a1-119-60381-1 010 $a1-119-60374-9 010 $a1-119-60384-6 035 $a(CKB)4100000010010464 035 $a(MiAaPQ)EBC6001542 035 $a(CaSebORM)9781119603825 035 $a(EXLCZ)994100000010010464 100 $a20200227d2020 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAdvanced positioning, flow, and sentiment analysis in commodity markets $ebridging fundamental and technical analysis /$fMark J S Keenan 205 $aSecond edition. 210 1$aChichester, West Sussex, England :$cWiley,$d[2020] 210 4$dİ2020 215 $a1 online resource (xx, 260 pages) 225 1 $aWiley trading advantage 311 $a1-119-60382-X 320 $aIncludes bibliographical references and index. 327 $aAdvanced 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. 330 $aThe 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. 410 0$aWiley trading advantage. 606 $aCommodity exchanges$xMathematical models 615 0$aCommodity exchanges$xMathematical models. 676 $a332.644 700 $aKeenan$b Mark J. S.$01701874 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910812122903321 996 $aAdvanced positioning, flow, and sentiment analysis in commodity markets$94085933 997 $aUNINA