ARTICLES

COTbase.com

The Commitments of Traders Report! What Do You Do With It?

Wayne Krautkramer (2004)

RATING:

Interesting blog post about COT analysis, great quotation from Bill Jiler’s Forecasting Methodology article.

Barrie COT Index

The COT Index

Scott Barrie (1996)

RATING:

Interesting article on the COT Index, published in Stocks&Commodities Magazine.

Hedgers, funds, and small speculators in the energy futures markets, Sanders, D.R.

Hedgers, funds, and small speculators in the energy futures markets

Sanders, D.R. (2004)

RATING:

Article on traders' commitments in energy futures, from the journal Energy Economics.

Amazon.com
Commitments of Traders as a sentiment indicator, Stephen E. Briese

Commitments of Traders as a sentiment indicator

Stephen E. Briese (1990)

RATING:

Great short introduction to COT analysis, published in Stocks&Commodities Magazine.

Timing The Market With COTs, Alex Roslin

Timing The Market With COTs

Alex Roslin (2007)

RATING:

Another article from the Stocks&Commodities Magazine.

Watch The Commercials, Sam Bhugaloo

Watch The Commercials

Sam Bhugaloo (2006)

RATING:

We believe you should watch all trader groups, not just Commercials. Otherwise, a good article, published in the Stocks&Commodities Magazine.

Commitments Of Traders, Bruce R. Faber

Commitments Of Traders (QuickScans)

Bruce R. Faber (2006)

RATING:

Quick COT intro, good poker metaphor.

Pork Bellies and the COT Index, Scott W. Barrie

Pork Bellies and the COT Index

Scott W. Barrie (1996)

RATING:

Great article, running tests on agricultural futures.

Analyze Net Positions, Jon D. Andersen

Analyze Net Positions

Jon D. Andersen (2002)

RATING:

On the most important basis of COT analysis: the net positions of market participants.

The Commitment Of Traders Report, Jon D. Andersen

The Commitment Of Traders Report

Jon D. Andersen (2002)

RATING:

Excellent introduction to Commitments of Traders analysis.

Commitment Of Traders Report: Demystified, Jason Braswell

Commitment Of Traders Report: Demystified

Jason Braswell (2005)

RATING:

Another good introduction to Commitments of Traders analysis.

The Commitment of Traders Report and its Usefulness, Matthew Turner

The Commitment of Traders Report and its Usefulness

Matthew Turner (2009)

RATING:

Basic overview of Commitments of Traders analysis, in the journal of The London Bullion Market Association - Alchemist.

Forecast The FX Market With The COT Report, Kathy Lien

Forecast The FX Market With The COT Report

Kathy Lien (2009)

RATING:

Nice article, only negative is the COT charts she uses (at COTbase we have much better stuff :)

Who Trades Futures and How: Evidence from the Heating Oil Futures Market, Louis H. Ederington

Who Trades Futures and How: Evidence from the Heating Oil Futures Market

Louis H. Ederington (2000)

RATING:

Very interesting study on the behavior of Heating Oil markets' participants.

Price Dynamics, Price Discovery and Large Futures Trader Interactions in the Energy Complex, CFTC

Price Dynamics, Price Discovery and Large Futures Trader Interactions in the Energy Complex

Michael S. Haigh (2005)

RATING:

Scientific study on the effects of Large Speculators on prices. Interesting read.

The Theory of Hedging and Speculation in Commodity Futures, Leland L. Johnson

The Theory of Hedging and Speculation in Commodity Futures

Leland L. Johnson (1960)

RATING:

Clear analysis on the important differences between the yin and yang of futures trading: the hedgers and the speculators.

The Profitability of Speculators in Currency Futures Markets, Jonathan Kearns

The Profitability of Speculators in Currency Futures Markets

Jonathan Kearns (2004)

RATING:

Study using COT data to "speculate" on how profitable are the speculators. A Reserve Bank of Australia research.

Exchange Rate Changes and Net Positions of Speculators in the Futures Markets, Thomas Klitgaard

Exchange Rate Changes and Net Positions of Speculators in the Futures Markets

Thomas Klitgaard (2004)

RATING:

Another study based on currency futures COT data. A Federal Bank of New York research.

Do Hedge Funds and Commodity Funds Affect Commodity Prices?, Donald O. Mitchell

Do Hedge Funds and Commodity Funds Affect Commodity Prices?

Donald O. Mitchell (1997)

RATING:

Study showing that speculators are not always the driving force of extreme price movements.

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