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Positioning Analysis in Commodity Markets by Mark Keenan
Has anyone read Positioning Analysis in Commodity Markets by Mark Keenan. The book had great reviews on amazon so I picked it up. It's by far the most comprehensive and well thought out book on creating trading frameworks I've ever read. Some particular points of interest are his Dry Powder Analysis, Dry Powder bubbles and Overbought/Oversold indicators.
I'm wondering if anyone else has read this book and implemented any of the frameworks he lays out. Without easy access to a Bloomberg terminal I'm wondering where you are getting the data from. I essentially need the COT data in a .csv file. On the COT website I'm only seeing a text file.
If anyone has read this book or knows how to easily get the COT text data transferred to Excel I'd love to know how you do it.
Thanks!
Can you help answer these questions from other members on NexusFi?
Below is the link to the main site which is the Commodity Futures Trading Commission website. The second link is to the Long Format of the Disaggregated COT report for agriculture. The text on that page is what I'm trying to get into Microsoft Excel.
Those other formats would probably be suitable for someone with better Excel skills than myself. Currently I'm able to save that text as a text file using Mac "Text Edit" which is the equivalent of Microsoft NotePad. From there I'm able to import the file into Excel. While importing I select "Delimited" and then select the "comma" check box. This produces a fairly clean Excel file but its missing the heading of what each column of data is. I've been trouble shooting it but haven't been successful. I'm starting to think that info isn't listed.
