COTs Timer

Ever wonder what the smart money is doing in the markets? You don’t need to pay big bucks to find out. Just read the Commodity Futures Trading Commission’s free weekly Commitments of Traders report. The CFTC’s COT data is a Holy Grail of market info, listing trillions of dollars in positions in 200+ markets – gold, crude oil, natural gas, silver, forex, equity indexes and lots more. My trading system, which I posted about here for seven years, gave weekly trading signals based on the COT data.

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.

3 comments:

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.

Tom...

hothang@hotmail.com; 16 May 2007 at 00:34
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.; 19 May 2007 at 10:56
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!; 19 May 2007 at 13:38

About This Site

I am an active trader and award-winning investigative journalist based in Lac Brome in Quebec's Eastern Townships, just outside Montreal. I have written about investing and business for The Montreal Gazette, Investor's Digest of Canada, Technical Analysis of Stocks & Commodities, Futures & Options Trader, The Financial Post and others. I am not a certified financial advisor and am still refining my COTs Timer system. Please see more disclaimer information below. See my complete profile at the "Intro to COT" link above.

DISCLAIMER

I created this blog to record my personal, subjective observations about the markets, solely for my entertainment and that of interested readers and to foster research. Nothing on this blog should be construed as financial advice or an offer or recommendation to purchase or sell any security. I encourage anyone interested in the markets to do your own homework and/or consult a professional advisor. I am not a certified financial advisor and am still refining my trading system. I reserve the right to modify or stop publishing aspects of my system at any time or to delay updating my tables for whatever reason, or I may not do so in a timely manner. My system has resulted in very large drawdowns in some trades. Past backtested and real-time results are no guarantee of future performance. I will not be liable for any losses or damages of any kind that result from the content of this site. Although I consider the data, calculations and information on this blog to be reliable, I can't make any guarantees and won't be held liable or responsible for anything erroneous on this website. You are solely responsible for implementing safeguards of your data and system when you use this site and its content and links. It is up to the user of this site and content to protect yourself from worms, trojan horses, viruses and the like. I may hold positions in some of the securities mentioned in this blog.