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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.