Important Announcement: Due to the US Government shutdown, the COT Reports will not be published at this time. The CFTC has announced that they will resume publication once federal operations are back to normal.
During this period, members can consider using the iCOT Intraday Indicator on daily or weekly candles, which can also measure stresses in the market accurately. We appreciate your understanding.
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The Commitments of Traders Report! What Do You Do With It?
Wayne Krautkramer (2004)
Interesting blog post about COT analysis, great quotation from Bill Jiler's Forecasting Methodology article.
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Hedgers, funds, and small speculators in the energy futures markets
Sanders, D.R. (2004)
Article on traders' commitments in energy futures, from the journal Energy Economics.
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The Profitability of Speculators in Currency Futures Markets
Jonathan Kearns (2004)
Study using COT data to "speculate" on how profitable are the speculators. A Reserve Bank of Australia research.
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Exchange Rate Changes and Net Positions of Speculators in the Futures Markets
Thomas Klitgaard and Laura Weir (2004)
Another study based on currency futures COT data. A Federal Bank of New York research.
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Analyze Net Positions
Jon D. Andersen (2002)
On the most important basis of COT analysis: the net positions of market participants.
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The Commitment Of Traders Report
Jon D. Andersen (2002)
Excellent introduction to Commitments of Traders analysis.
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Who Trades Futures and How: Evidence from the Heating Oil Futures Market
Louis H. Ederington (2000)
Very interesting study on the behavior of Heating Oil markets' participants.