Monday, 14 May 2007

Update: Read My COTs Article

I've just posted my story on the Commitments of Traders reports in the May issue of the magazine Technical Analysis of Stocks & Commodities on a new page you can access on the right. Click "Alex Roslin's Articles." Also posted is my investing story in today's Montreal Gazette.


Anonymous said...

Hello Alex,

I read your wonderful article on T&A and immediately look up your blog. Great information, thank you.

I would love to be able to send you an e:mail.


Anonymous said...

I just read your article as well. Excellent reading. I'm hoping you might elaborate on the sidebar "How to Build Your Own COTS Database".

First, the data is imported into a single spreadsheet. Working in that "raw" spreadsheet, do you then move a row of a particular market's data to the bottom of the individual spreadsheet for that market? And then, from there, calculate your average and standard deviation?

I hope you have some time to dig into this a little deeper. Thanks again.

Alex Roslin said...

Thanks for your message. Yes, that's exactly right. Remember: the moving average and standard deviation should both be calculated from the net percentage-of-open-interest positions. Lots of people have been asking about the Excel formulas, so I'll post some soon on this blog.

Good luck!