SOT - page 9
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And why is it untimely in three days? On April 10 and 14 the price updated low before going up, and we knew about the buying in the middle of March. That's not very timely).
Untimely - as speculators trade short term - in my opinion.
Then one should take into account the market movement 3 days before the publication of the report for general use.
In any case, it can be seen that with trading against K one can make good profits during the week. But it's not a good example here because of the sideways movement...
One needs to consider 10-20 similar situations before insisting on a hypothesis.
Untimely - as speculators trade short term - in my opinion.
Then one should take into account the market movement 3 days before the report is published for general use.
In any case, it can be seen that with trading against K one can make good profits during the week. But it's not a good example here because of the sideways movement...
Need to consider 10-20 similar situations before insisting on a hypothesis.
In fact, their positions remained almost unchanged since the beginning of the current contract, they added more than 700k in buys, unlike the KLMers who added more than 17000 in shorts since the beginning of the contract.
And so I see that during this period their profits are paltry compared to those of the merchants. Judging by the last two months, I have no desire to become against merchants.
In fact, since the beginning of the current contract the size of their positions has hardly changed, they have added just over 700k in buy, unlike the KLMers, who have gained over 17,000 in shorts since the start of the contract.
And so I see that during this period their profits are paltry compared to those of the merchants. Judging by the last two months, I have no desire to become against merchants.
Maybe this is an exception to the rule - we need to analyze more situations like this.
If K is always in the right position, then they either have more information or stimulate currency movements to a large extent by real FEA operations, which is quite strange. Then why would they have a core business, since they have the ability to operate quite effectively on the exchange.
Perhaps this is now an exception to the rule - we need to analyse more situations like this.
If K is always in the right position, then they either have more information or they are stimulating currency movements to a large extent by actual FEA operations, which is rather odd. Then why would they have a core business, since they have the ability to operate quite effectively on the exchange.
Not really on the subject though. But, historically, in America agricultural futures are actively traded by farmers or structures close to them. The risk is small for future crops, for growing livestock.
Moreover, they not only hedge, but as far as I understood they speculate in futures. Maybe so with currencies?
Perhaps this is now an exception to the rule - we need to analyse more situations like this.
If K is always in the right position, then they either have more information or they are stimulating currency movements to a large extent by actual FEA operations, which is rather odd. Then why would they have a core business, since they have the ability to be very effective on the exchange.
The fact is that at the very beginning of this thread I told you how in other forums in similar topics there were often arguments who is who and for what and why he opens positions, for weeks and months there were squabbles who are the hedgers, who are the operators, who is the meat, who sits in the drawdown and who earns and who to follow. All thoughts died in these arguments.
And we need to know who is who and why he opens-closespositions? I think we do not need it, this knowledge will not help us anything. That's why I approached it from another angle, to trace the positions of different groups in dynamics and to see in practice who "rules", and not to bother ourselves with questions why and why.
The thing is that at the very beginning of this thread I told you how in other forums in similar topics there were often arguments about who is who and for what and why he opens positions, for weeks and months there were squabbles about who are the hedgers, who are the operators, who is the meat, who is sitting in a drawdown and who is earning and who to follow. All thoughts died in these arguments.
And we need to know who is who and why he opens-closespositions? I think we do not need it, this knowledge will not help us anything. That's why I'm approaching it from another angle, to trace positions of different groups in dynamics and to see who "rules" in practice, and not to bother ourselves with questions why and for what reason.
I'm a person who wants to get to the truth (even if it's an erroneous hypothesis) and build a logical chain that leads to a strategy.
Again, if we need to find an approximate correlation not by eye but in numbers, then we need a software package for enumerating parameters...
OK, let's talk about Excel, since you have already prepared the data there, check 4 options:
1. Input against K
2. Input by K
3. Entry against K
4. Entry in NK
Then you can take into account the contracts trading start dates and expiry dates.
Make a filter for the position volume for the week and from the beginning of the month, quarter, year, possibly with the correction for the start date of the futures trading for these time periods.
Then see the dependence on the global trend - whether K and NK opened against the trend or not.
By testing simple hypotheses, you can discard initially erroneous paths, and begin to develop the remaining paths in more detail.
The graphical plotting of information on the price chart from the report is presented here http://www.timingcharts.com
You can read an opinion on the analysis of SOT reports here http://tradelikeapro.ru/analiz-otchetov-cot/
Can't you see that from analysing the history of reports?
So this is it, analysis of the reports, I have personally determined that the boundary beyond which the commercials will not let in is 1.57, the non-commercials 1.5520.
What do you mean by that? If you can give an example.
We are interested, first of all, in the practical application here and now. Frankly speaking, I cannot even imagine how to track on the history the opening, closing, refill, etc. of these two groups, it is a very large amount of work, it is not a problem to show it on the chart, but it is not that. A chart will not show these actions, it will only give an overall picture, looking at which many claim that merchants are always in drawdown, which I personally highly doubt.
Not really on topic, though. But, historically in America, agricultural futures are actively traded by farmers or their proxies. The risk is small for future crops, for growing livestock.
Moreover, they not only hedge, but as far as I understood they speculate in futures. Maybe so with currencies?
Very doubtful, the forex market is times bigger than the futures market.... It seems to me that forex is the main one, but I'm not so sure about that. Here it's just that K participants are not really aware of the situation, and are acting to fix the financial result from the real activity.
That's for sure, there are more of them. But, you can see good things from the reports. Maybe the trillions of forex per day are somewhat exaggerated and the volumes are actually more modest.
You have to know how much volume is being counted. They probably count just exchange transactions too, something like export and import flows, tax payments and other non speculative transactions.
On the history, you track the changes in each group's aggregate position and compare it with the GBPUSD chart. And try to understand how these changes affect the movement of the currency.
Since the reports are weekly, you will only see changes once a week! This is quite a big time lag even for medium-term, let alone short-term or intraday trading. And the one-week lag, when the trend changes, can neutralize all the accumulated profit.
Therefore, the maximum that can be squeezed out of these reports is the margins that you already calculate.
I personally prefer intraday trading and am skeptical of this kind of analysis. But I read your topic for general development. :)
In fact no one talks about using this data for short term trading, especially in intraday trading.
I track both changes of aggregate position and levels, at which they added or reduced these positions, as well as their "breakeven" levels on these positions.
These very levels are very good for adding or partially closing positions.
I used to do intraday trading too, but at one point I realised it wasn't worth it.