Commitments of Traders – the Hedgers

Elen Lindisova | Tutorials | 25. 3. 2017

I wrote about COT analysis in my previous article. Today, I’ll continue with the Commitments of Traders, which is an important part of my trading approach. I mentioned big players and how they move the market. I’m going to describe who these large market participants are and how we can use their activity for our own…


From COT report to COT analysis

Elen Lindisova | Tutorials | 17. 3. 2017

COT report The Commitments of Traders report is not only beneficial to us – spread traders, but also for outright futures traders, currency traders, etc. COT reveals what’s behind the curtain. It gives us the information we’re unable to obtain from news and other common sources. We can determine whether the market is overbought or…


Understanding commodity ETF decay

Pavel Hála | Quantitative trading | 1. 3. 2017

In the previous article, I explained the compounding effect and the reason why leveraged ETFs lose value over time. Today, we’ll take a look at commodity ETFs. These funds can decay very fast, even if they are non-leveraged. That’s because the mechanism of decay is of a different nature than that of leveraged ETFs holding…