What is included with this book?
Stephen Briese is the leading expert on analyzing the Commitments of Traders data published by the Commodity Futures Trading Commission. Briese has published a newsletter, Bullish Review, since 1988 and has written articles for several industry publications and spoken at a variety of industry trading and technical analysis conferences.
List Of Illustrations | |
List Of Tables | |
Preface | |
Acknowledgments | |
Introduction | |
The COT -Assorted History | |
The Grain Futures Administration | |
The Commodity Exchange Authority | |
The Commodity Futures Trading Commission | |
The Modern COT Data | |
COT Futures & Options Combined Report | |
COT-Supplemental Commodity Index Trader Report | |
COT Reports -Counting 1, 2, 3 ... The Long Form | |
The Short Form | |
COT-Supplemental Commodity Index Report | |
Player Introductions | |
Sizing Them Up | |
The Reporting System | |
Commercial Hedgers | |
Large Speculators | |
Commodity Index Traders | |
Small Traders | |
Fading Small Speculators And Other Half-Baked Schemes | |
TIP: Always Follow Commercials | |
TIP: Net Long Is Bullish; Net Short Bearish | |
TIP: Always Fade The Small Speculator | |
TIP: It Is Only Logical To Compare Hedging To The Seasonal Average | |
TIP: The COT Is Old News By The Time It Is Released | |
Net Positions | |
Open Interest | |
Constructing Net Positions Charts | |
Large Speculator Patterns | |
Commercial Patterns | |
Small Trader Patterns | |
Commodity Index Traders | |
The COT | |
Index | |
Calculating The COT | |
Index | |
Alternative Look-Back Periods | |
The COT Index As The Great Normalizer | |
Interpreting The COT | |
Index | |
Heal Thyself | |
COT Movement | |
Index | |
Commercial Movement | |
Index 40-Point COT Surge Rules (Commercials) | |
Combining The Indexes | |
Fund Movement | |
Index | |
View From The Gallery | |
Keynes Theory Of Normal Backwardation | |
Can Speculators Forecast Prices Houthakker, 1957 | |
Returns To Speculators And The Theory Of Normal Backwardation | |
Returns To Individual Traders Of Futures: Aggregate Results Hartzmark 1987 | |
Luck Versus Forecast Ability: Determinants Of Trader Performance In Futures Markets Hartzmark 1991 | |
The Returns And Forecasting Ability Of Large Traders In The Frozen Pork Bellies Futures Market Leuthold, Garcia Lu. 1994 | |
Hedging Pressure Effects In Futures Markets | |
Hedging Demand And Foreign Exchange Risk | |
Investor Sentiment And Return Predictability In Agricultural Futures Markets Wang 2001 | |
The Behavior And Performance Of Major Types Of Futures Traders Wang 2003 | |
Exchange Rate Changes And Net Positions Of Speculators In The Futures Market | |
The Profitability Of Speculators In Currency Futures Markets And Manners 2004) | |
Summary | |
View From The Pits | |
The Study Data | |
The Trading Rules | |
Trading Rules Test Results | |
Trading System Considerations | |
Chart Pattern Validation | |
A Brief Charting Primer | |
Bottom Formations | |
Top Formations | |
Continuation Patterns | |
Getting Technical | |
COT-Stochastics | |
COT MACD-Histogram | |
COT-RSI | |
Standard Deviation (Bollinger) Bands | |
Conclusions | |
Breaking Down The COT Report | |
Crossing Currencies | |
Commercials | |
U.S. Dollar | |
Index | |
Charts And Correlation Tables | |
Taking Stock | |
The COT Beats The Averages | |
Stock Index Charts And Correlation Tables | |
Test Of Metal | |
Golden Opportunities | |
The Gold/Silver Ratio | |
The Copper Caper | |
Commercials | |
Metal Charts And Correlation Tables | |
Oil's Slick | |
Barons Of The Oil Pit | |
To An Uninterrupted Gasoline Supply | |
Commercial Hedgers | |
Historica | |
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