Positioning Analysis in Commodity Markets: Bridging Fundamental and Technical Analysis

Keenan, Mark J S

ISBN 10: 9811163294 / ISBN 13: 9789811163296

Published by National Library Board - Singapo, 2018

About this Item

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Bibliographic Details

• Title: Positioning Analysis in Commodity Markets: Bridging Fundamental and Technical Analysis
• Publisher: National Library Board - Singapo
• Publication Date: 2018
• Language: English
• ISBN 10: 9811163294
• ISBN 13: 9789811163296
• Binding: paperback
• Condition: Very Good

About this title

Synopsis

In recent years, positioning has become a key driver of commodity prices and a principal factor in shaping sentiment and behaviour. Published in January 2018, “Positioning Analysis in Commodity Markets” by Mark Keenan, defines and establishes "Positioning Analysis" as an area of research that provides a powerful framework to better understand price dynamics, risk, sentiment and behaviour in commodity markets.Based on standard positioning data and bridging aspects of fundamental and technical analysis, the approach builds on how certain types of positioning patterns, in the context of changes in variables like price, curve structure, fundamentals such as inventory, seasonal factors, exchange rates, changes in the broader macroeconomic environment and the levels of risk and uncertainty in the market, can be used to develop models, indicators and analyses. These lead to the generation of robust trading signals, that can be either used directly, or integrated into a variety of different trading, investment and risk management programs to enhance performance. Positioning data shows us who is trading what, and how much they are trading; Positioning analysis shows us what can happen when they trade too much, and how changes in specific variables affect positioning and impact price...

About the Author

Over 20 years of research, trading and investment experience in investment banking and asset management in London and Singapore, across all the major energy, industrial & precious metal, bulk, agriculture and soft commodity markets. 

Research focused on commodity quantitative analysis, data science and the modelling of certain types of supply/demand data, sentiment, uncertainty, risk, flow and positioning dynamics to better understand market behaviour and how prices respond to changes in macroeconomic variables, currency dynamics and newsflow. Implementation focused on the development of specific methodologies and processes to help industry corporates, commodity trade houses, investment firms and hedge funds, develop better trading, hedging, risk management and investment solutions.

Mark Keenan holds a Master's degree in Molecular and Cellular Biochemistry from Oxford University.