tag:blogger.com,1999:blog-7025352174566040697.post646395374835645512..comments2024-01-31T01:36:09.111-05:00Comments on COTs Timer: Announcing: New Trading Signals!Alex Roslinhttp://www.blogger.com/profile/05203588321742142651noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-7025352174566040697.post-77453143702364058002012-10-18T15:21:05.170-04:002012-10-18T15:21:05.170-04:00Hi Suchir,
Thanks for your question. I haven'...Hi Suchir,<br /><br />Thanks for your question. I haven't posted that information.<br /><br />Best regards,<br />AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-61100468003142258572012-10-18T12:16:45.929-04:002012-10-18T12:16:45.929-04:00Alex,
I was wondering what duration you were usin...Alex,<br /><br />I was wondering what duration you were using to compute your averages and standard deviation for the Crude Oil setup? (ex. 4 week average)suchirhttps://www.blogger.com/profile/07776453110145102648noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-6070499064400138742012-04-07T16:32:03.223-04:002012-04-07T16:32:03.223-04:00Also I tried to replicate the regression but I cou...Also I tried to replicate the regression but I couldn't get this to work. I have some basic questions like do you look at % changes in price to % change in positioning or OI. If you have posted a sample spreadsheet of how you did one study I would be interested to review.jeffhttps://www.blogger.com/profile/18212017825312097996noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-43993231452806070732012-04-07T16:29:25.864-04:002012-04-07T16:29:25.864-04:00Alex
Regarding new correlations these are my sugge...Alex<br />Regarding new correlations these are my suggestions<br />1. VIX<br />2. An agriculture commodity (ideally to invest in a diversified agri index fund)<br />3. Currency (US or CDN or Aussie $)<br />4. MCSI emerging markets index<br /><br />Also came across these COT studies that show how commercial positioning correlate to other assets. You may want to look at them for your jeffhttps://www.blogger.com/profile/18212017825312097996noreply@blogger.com