Just a place to write
Some theory to add background I continue studying about market breadth, and this time I’m creating a script for the analysis of the Commitment of Traders. The Commitment of Traders (COT) reports show futures traders’ positions at the close of (usually) Tuesday’s trading session. The report is prepared by the Commodity Futures Trading Commission (CFTC). … Read more
Tradingster.com provides free COT charts and COT reports. The Commitments of Traders (COT) reports provide a breakdown of each Tuesday’s open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. The original COT report is text based and doesn’t include any charts … Read more
I have started to follow-up the Dark Index Vs SPX, as one of the indicators I follow during the decisions. Right now it’s in test mode, as I have to learn about what happens and see if I can build some type of correlation that contributes in a positive way to my trading actions. So, … Read more
I have been trying to find correlations in terms of what have been happening during last 4 months in the US market and I found something that I need to see in deep. I added Volatility Index (^VIX) to a chart, but the figure was so bad. I did “1 minus VIX” and added to … Read more