The Ego Forum Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : The Ego Forum

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: ecrire who wrote (10559)	9/4/2011 1:43:01 PM
From: hubris33	Read Replies (1) of 12175

Er, ah.... interesting COT conclusion..... ............................. ....................... .. could that be as a result of mixing time frames? Isn't the COT report a once a week snap shot on Tuesday of each week? So does it make sense that COT report data should be compared with weekly POG data from Tuesdays and not Friday? So yeah, I would agree - trying to compare daily data with a once a day, weekly data - then there is poor correlations and as such a poor predictor. So I'd suggest looking at all daily data or just comparing weekly COT report data, each individually, as a way to "see" trends. Have been away and have not looked at COT data for a while. That said a weekly drop of 80K contracts sounds pretty high - that was the magnitude of the drop when that Hedge Fund blew up and liquidated its massive straddle positions. I'd look for a change in the margin requirements for a potential cause - either at an exchange or at a particular broker. Think I remember some kind of change report on the metals from IB, if memory serves. Am I missing some thing? [wouldn't be the first time.] H3

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next