Intro -- The Commitments of Traders Bible: How to Profit from Insider Market Intelligence -- Contents -- List of Illustrations -- List of Tables -- Preface -- WHAT IS THE COMMITMENTS REPORT? -- WHO USES THE COT DATA? -- HOW THIS BOOK IS ORGANIZED -- GETTING STARTED -- Acknowledgments -- Part I: COT Theory -- Chapter 1: The COT-Assorted History -- THE GRAIN FUTURES ADMINISTRATION -- THE COMMODITY EXCHANGE AUTHORITY -- THE COMMODITY FUTURES TRADING COMMISSION -- THE MODERN COT DATA -- COT OPTIONS AND FUTURES COMBINED REPORT -- COT-SUPPLEMENTAL COMMODITY INDEX TRADER REPORT -- A FABLE -- Chapter 2: COT Reports-Counting 1, 2, 3 -- THE LONG FORM -- THE SHORT FORM -- COT-SUPPLEMENTAL COMMODITY INDEX REPORT -- Chapter 3: Player Introductions -- SIZING THEM UP -- THE REPORTING SYSTEM -- COMMERCIAL HEDGERS -- LARGE SPECULATORS -- COMMODITY INDEX TRADERS -- SMALL TRADERS -- Chapter 4: Fading Small Speculators and Other Half-Baked Schemes -- TIP: ALWAYS FOLLOW COMMERCIALS -- TIP: NET LONG IS BULLISH -- NET SHORT BEARISH -- TIP: ALWAYS FADE THE SMALL SPECULATOR -- TIP: IT IS ONLY LOGICAL TO COMPARE HEDGING TO THE SEASONAL AVERAGE -- TIP: THE COT IS OLD NEWS BY THE TIME IT IS RELEASED -- Chapter 5: Net Positions -- OPEN INTEREST -- CONSTRUCTING NET POSITIONS CHARTS -- LARGE SPECULATOR PATTERNS -- COMMERCIAL PATTERNS -- SMALL TRADER PATTERNS -- COMMODITY INDEX TRADERS -- Chapter 6: The COT Index -- COT INDEX CALCULATION (COMMERCIALS) -- ALTERNATIVE LOOK-BACK PERIODS -- THE COT INDEX AS THE GREAT NORMALIZER -- INTERPRETING THE COT INDEX -- HEAL THYSELF -- Chapter 7: COT Movement Index -- COMMERCIAL MOVEMENT INDEX -- 40 POINT COT SURGE RULES (COMMERCIALS) -- COMBINING THE INDEXES -- FUND MOVEMENT INDEX -- Chapter 8: View from the Gallery -- KEYNES'S THEORY OF NORMAL BACKWARDATION -- CAN SPECULATORS FORECAST PRICES?.

RETURNS TO SPECULATORS AND THE THEORY OF NORMAL BACKWARDATION -- RETURNS TO INDIVIDUAL TRADERS OF FUTURES: AGGREGATE RESULTS -- LUCK VERSUS FORECAST ABILITY: DETERMINANTS OF TRADER PERFORMANCE IN FUTURES MARKETS -- THE RETURNS AND FORECASTING ABILITY OF LARGE TRADERS IN THE FROZEN PORK BELLIES FUTURES MARKET -- HEDGING PRESSURE EFFECTS IN FUTURES MARKETS -- HEDGING DEMAND AND FOREIGN EXCHANGE RISK PREMIA -- INVESTOR SENTIMENT AND RETURN PREDICTABILITY IN AGRICULTURAL FUTURES MARKETS -- THE BEHAVIOR AND PERFORMANCE OF MAJOR TYPES OF FUTURES TRADERS -- EXCHANGE RATE CHANGES AND NET POSITIONS OF SPECULATORS IN THE FUTURES MARKET -- THE PROFITABILITY OF SPECULATORS IN CURRENCY FUTURES MARKETS -- SUMMARY -- Chapter 9: View from the Pits -- THE STUDY DATA -- THE TRADING RULES -- TRADING RULES TEST RESULTS -- TRADING SYSTEM CONSIDERATIONS -- Chapter 10: Chart Pattern Validation -- A BRIEF CHARTING PRIMER -- BOTTOM FORMATIONS -- TOP FORMATIONS -- CONTINUATION PATTERNS -- Chapter 11: Getting Technical -- COT-STOCHASTICS -- COT MACD-HISTOGRAM -- COT-RSI -- STANDARD DEVIATION (BOLLINGER) BANDS -- CONCLUSIONS -- Part II: COT in Practice -- Chapter 12: Crossing Currencies -- COMMERCIALS -- U.S. DOLLAR INDEX -- CURRENCY CORRELATION TABLES -- CURRENCY FUTURES HISTORICAL COT CHARTS -- Chapter 13: Taking Stock -- THE COT BEATS THE AVERAGES -- STOCK INDEX CORRELATION TABLES -- STOCK INDEX FUTURES HISTORICAL COT CHARTS -- Chapter 14: Test of Metal -- MARKING TIME IN GOLD -- THE GOLD/SILVER RATIO -- THE COPPER CAPER -- COMMERCIALS -- METAL CORRELATION TABLES -- METAL FUTURES HISTORICAL COT CHARTS -- Chapter 15: Oil's Slick -- TO AN UNINTERRUPTED GASOLINE SUPPLY -- COMMERCIAL HEDGERS -- PETROLEUM CORRELATION TABLES -- PETROLEUM FUTURES HISTORICAL COT CHARTS -- Chapter 16: Interest in Rates -- WHAT DRIVES RATES? -- COMMERCIAL HEDGERS -- TREASURY FUTURES CORRELATION TABLES.

TREASURY FUTURES HISTORICAL COT CHARTS -- Chapter 17: Bean Counting -- THE ONE THAT GOT AWAY -- COMMERCIAL HEDGERS -- SOY AND GRAIN CORRELATION TABLES -- SOY AND GRAIN HISTORICAL COT CHARTS -- Chapter 18: Moonlighting -- IT MIGHT BE CORNY, BUT... -- SMALL CAN BE BEAUTIFUL -- COMMERCIAL HEDGERS -- LIVESTOCK CORRELATION TABLES -- LIVESTOCK HISTORICAL COT CHARTS -- Chapter 19: Cedeless Oranges -- CONTINUOUS COMMODITY INDEX -- FOOD AND FIBER CORRELATION TABLES -- FOOD AND FIBER HISTORICAL COT CHARTS -- Chapter 20: Now You CIT, Now You Don't -- THE COT-SUPPLEMENTAL REPORT -- HISTORICAL COT-SUPPLEMENTAL CHARTS -- Epilogue -- COT SIGNALS STOCK MARKET TOP -- GOLD RESPONDS TO COT BUY SIGNAL -- COPPER FLASHES A COT SELL SIGNAL -- Appendix A: Alternative Net Position Formulas -- EXAMPLE 1: STANDARD NET POSITIONS (SUBTRACTION) -- EXAMPLE 2: PERCENT OF TOTAL LONG PLUS SHORT CONTRACTS -- EXAMPLE 3: NET POSITIONS AS A RATIO -- EXAMPLE 4: NET POSITIONS AS PERCENT LONG OR SHORT -- EXAMPLE 5: NET POSITIONS BASED ON NOTIONAL VALUE -- Appendix B: Dodging the Pitfalls in COT Data -- DATA PERIODICITY AND LAG -- CONTRACT SPECIFICATION CHANGES -- References -- Glossary -- About the Author -- Index.

Regardless of your trading methods, and no matter what markets you're involved in, there is a Commitments of Traders (COT) report that you should be reviewing every week. Nobody understands this better than Stephen Briese, an industry-leading expert on COT data. And now, with The Commitments of Traders Bible, Briese reveals how to use the predictive power of COT data-and accurately interpret it-in order to analyze market movements and achieve investment success.

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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2018. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.