Commitment of Traders

Pavel Hála | Quantitative trading | 15. 10. 2015

As I promised last time, I will finally delve into my quant beginnings. I consider the work in COT analysis to be my truly first quantitative achievement. COT, or the Commitment of Traders, is the report published by the CFTC (US federal agency for the supervision of commodity markets). The report is actually a huge…