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Adriano edited this page May 10, 2017 · 1 revision

Welcome to the CommitmentOfTraders wiki!

CFTC Commitment of Traders Report (COTR)

The R code by @DataWookie is a good start, and it could be presented within a Jupyter notebook since it now supports a R kernel (as well as Python).

Here is a sample written in Python: the notebook https://git.io/cotr discerns how various asset classes are positioned in the market.

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