Re: [EquisMetaStock Group] COT Analysis and WINTON FUTURES FUND

[Brett Sinclair <brett_j_sinclair@xxxxxxxxx>]

COT analysis is, at best, an intermediate time-frame tool -- the data's usefulness is delayed up to six months. Both Larry Williams and Floyd Upperman have books which goes into the strategy that each uses.

I believe that, no matter what the details of the strategy, one should be on the side of the hedgers or commercials. The problem that I find is that commercials usually buy when the future is going down and then sell when it's going up. This strategy hedges the value of their inventory. 

 

Brett  

--- On Tue, 1/20/09, dasein_10 <daniele_delmonte@xxxxxxxxxxx> wrote:

From: dasein_10 <daniele_delmonte@xxxxxxxxxxx>
Subject: [EquisMetaStock Group] COT Analysis and WINTON FUTURES FUND
To: equismetastock@xxxxxxxxxxxxxxx
Date: Tuesday, January 20, 2009, 6:16 AM

Hi, I would like to know if some one use the COT analysis, (COT:
commitment of traders, a weekly bulletin with the registered positions
on futures markets), and how he had implemented it in Metastock.

Also I would like introduce a discussion theme: does anyone have an
idea of the strategy that the successful CTA use, or try to understand
how they work??I think it can be real useful understand long-term
successful CTA.

For example I have read the WINTON FUTURES FUND use cot analysis, so
you have some info about??

Thanks

Daniele Del Monte

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