I'm often asked to provide an alternate view on the CoT data. For example, the indicator "Commercial index" is an oscillator from 0 to 100, but oftentimes it can be helpful to look at the absolute position. So, here the absolute position of certain parts of the CoT report are given, alongside with the percentage of a given time frame to put them in...
One part of the "Commitment of Traders-Report" is the Open Interest which is shown in this indicator (source: Quandl database).
Unlike my also published indicator "Open Interest-Buschi", the values here are not absolute but in a ranking system from 0 to 100 with individual time frames-
The following futures are included:
30-year Bonds (ZB)
This is the last indicator that I am publishing maybe for a looong time.
There are few similar indicators even open source out there.
This reads two indices from bitfinex, long and short of BTCUSD (default). then calculates the main Open Interest from the data.
Why did I closed the source? lets just say the open source versions, are a liiiitle wrong in their...