A COT Strategy for Stock Market Indexes

Diversification is an effective risk reduction tool and should include trading different strategies. Almost all trading strategies consist of rules that use price as an input, and almost every trading indicator relies solely on price in its calculation.

Commitments of Traders Report (COT)

A weekly report from the CFTC providing a breakdown of each Tuesday’s open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. Open interest is broken down by aggregate commercial, non-commercial, and non-reportable holdings. Related Articles: Commitments of Traders: What are the … Read more

Commitments of Traders: What are the Big Boys Up To?

I have discussed in past articles how volume and open interest can be used to help identify and confirm market situations and trading opportunities. I’ll take open interest one step farther in this column by examining the Commitments of Traders (C.O.T.) report, issued by the Commodity Futures Trading Commission (CFTC). The C.O.T. report is released … Read more