Saturday, March 14, 2015

I'm working on a new post to analyze the CFTC's Commitments of Traders historical data download to understand trends and how one can use this information to get an insider's view of what the professional are doing versus the "dumb" money on futures.

One key thing I had to understand was the differences in the legacy (e.g., commercial versus noncommercial) and the newer disaggregated format which breaks down the commercial and noncommercial into additional categories. The CFTC says that the breakdown provides additional transparency into the trader types.

Stay tuned...


  1. How to analyze and plot historical data for trends
  2. Explanation of data fields and corresponding columns in data file for relevant analysis
  3. Inclusion of excel Macro to automate plotting and viewing of the data (the amount data is overwhelming and tedious if one had
  4. How to interpret the data for trading or for additional insights to what the professionals are doing.

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