书目详细信息
： Advanced positioning, flow and sentiment analysis in commodity markets :
书目信息 机读格式(MARC)
| ISBN： | 9781119603825 |
|---|---|
| ISBN： | 111960382X |
| 编目源： | PUL PUL YDX OCLCF CHVBK BKL DLC OCLCO TXM OCLCO |
| 个人名称： | Keenan, Mark J. S., |
| 统一题名： | Positioning analysis in commodity markets |
| 题名： | Advanced positioning, flow and sentiment analysis in commodity markets : bridging fundamental and technical analysis / Mark J S Keenan. |
| 版本说明： | Second edition. |
| 索书号： | F713.35/K26E |
| 载体形态： | xx, 260 pages : illustrations (chiefly color) ; 26 cm |
| 一般附注： | First edition published as: Positioning analysis in commodity markets by Shadewell Publications, 2018. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |