How to Time the Commodity Markets paper
May 15th, 2008 by admin
How to Time Commodity Markets Using the COT
Here is an interesting paper we came across the other day that discusses how to time commodity markets using the COT (commitment of trader) reports.
The quick version is that using COT data they take the SP500 index, copper, oil, and the 1-month CD rate and create a market timing asset allocation strategy.
We are going to build this model and if we find value in it we will report on it later. If anyone that reads this has any good info on using the COT reports drop us a line at trademacro@gmail.com
-Trade Macro-
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