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:
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Offers intuitive and accessible guidance to commodity market participants and risk managers at various levels and diverse areas of the market
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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
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Features an online platform comprising a wide range of customizable, regularly-updated analytical tools
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Contains an abundance of exceptional graphics, charts, and illustrations
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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.
Editorial Reviews
From the Inside Flap
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.
From the Back Cover
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.
About the Author
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.
Product details
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Publisher : John Wiley & Sons Inc; 2nd edition (February 18, 2020)
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Language : English
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Ebook : 281 pages
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ISBN-10 : 111960382X
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ISBN-13 : 978-1119603825
Digital Delivery : Shared Through Google Drive/Mega
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Mark J. S. Keenan - Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets Bridging Fundamental and Technical Analysis-Wiley (2020)
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