Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets: Bridging Fundamental and Technical Analysis - Brossura

Keenan, Mark J. S.

Brossura

ISBN 10: 1119603846 ISBN 13: 9781119603849

Casa editrice: Wiley, 2019

Riassunto

The 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, 2^nd 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.

Su questo libro

Informazioni sull?autore

MARK J S KEENAN is Managing Director, Global Commodities Strategist, and Head of Research for Asia-Pacific at Société Générale Corporate & Investment Bank (SG CIB) based in Singapore. He has over 20 years of research, trading and investment experience across all major commodity markets. Mark has worked in asset management, risk management and investment banking in both London and Singapore and developed a number of innovative trading, investment and risk management solutions for corporates, trade houses, investment institutions and hedge funds. He appears regularly on CNBC and Bloomberg television and is quoted widely in global press and media channels. He has a master's degree in Molecular and Cellular Biochemistry from Oxford University.

Dalla quarta di copertina

MANAGE RISK MORE EFFECTIVELY AND DEVELOP A BETTER UNDERSTANDING OF COMMODITY PRICE DYNAMICS, RISK AND SENTIMENT WITH POSITIONING ANALYSIS

Understanding and predicting the behaviour of other traders is essential in commodities markets, where factors like positioning, sentiment, newsflow, currency dynamics and fluctuations in macroeconomic variables are of paramount importance. This book – representing a significant expansion and update of Positioning Analysis in Commodity Markets – will introduce you to the fundamentals of positioning analysis and equip you with advanced models and methodologies, including dry powder analysis, the overbought/oversold framework and machine learning. The Chinese commodities market is discussed, as are new ways of disentangling flow dynamics within a commodity market.

Along with the book, you will get access to a robust companion website including an extensive database of powerful, customisable analytics and models. All types of commodities traders, from hedge fund managers to farmers, will benefit from the flexible and adaptive techniques presented inside. Commodity investment expert Mark Keenan has created a valuable framework for analysing positioning, either in isolation or as part of a broader investment process.

Dal risvolto di copertina interno

At its core, positioning refers to the breakdown of the positions held by specific categories of trader. Positioning Analysis uses such data both in isolation and in combination with other variables to provide a powerful framework for understanding price dynamics, risk, sentiment, and behaviour. The approach in Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets – the only book of its kind on the market – bridges fundamental and technical analysis to reveal how to build robust, effective models based on positioning, flow and sentiment patterns. Readers will learn to generate trading signals from detailed datasets with variables like price changes, seasonal factors, exchange rates and market-wide risk and uncertainty metrics. A continuously updated companion website allows readers to immediately employ this unique framework and to customise the models for direct use.

Dettagli dell?edizione

• Editore: Wiley
• Data di pubblicazione: 2019
• Lingua: Inglese
• ISBN 10: 1119603846
• ISBN 13: 9781119603849
• Rilegatura: Paperback
• Numero edizione: 2
• Numero di pagine: 280
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile