No need to do that you could just follow me on twitch. I live stream and cover oil daily. https://www.twitch.tv/dexiotrading
gonna start tracking simple quantamental model CL f'casts
- Thread starter Bastion_01
- Start date
Updated the predictive variable basket to include Real GDP, along with the FOMC projections for the expected change in RGDP in the coming quarters. Also added COT Managed Money positions, as %s of nearest strip futures OI.
Latest estimate is at -1.5%~ for the coming few days. This is slightly more bearish than yesterday, but still relatively weak compared to the prior big moves.
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking are updated at https://bastion.substack.com/p/wti-quantamental-fcast-update-v02
Latest estimate is at -1.5%~ for the coming few days. This is slightly more bearish than yesterday, but still relatively weak compared to the prior big moves.
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking are updated at https://bastion.substack.com/p/wti-quantamental-fcast-update-v02
Attachments
Latest estimate is at -1.0%~ for the coming few days.
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking are updated at https://bastion.substack.com/p/wti-quantamental-v02-fcast-update/comments
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking are updated at https://bastion.substack.com/p/wti-quantamental-v02-fcast-update/comments
Attachments
Latest estimate turned weakly bullish at +2.2%~ for the coming few days.
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking are updated here.
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking are updated here.
Attachments
Latest model estimate: +3.2, which is weakly bullish
link, details here.
link, details here.
Attachments
Latest estimate is at +4.3~ bullish still.
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking
Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and the histograms would be too small to be easily read.
Statistical details, graphs, performance tracking
Attachments
updated with latest FOMC GDP projections. Current outlook turned a bit more bullish short term
updated quantamental model outlook, still bullish.
updated quantamental model outlookcis still bullish for the coming month,
Latest model price bias is still bullish,
I will also begin to estimate probably price distribution for the coming month, of the 2nd expiration futures. Current median forecast is at $80~
I will also begin to estimate probably price distribution for the coming month, of the 2nd expiration futures. Current median forecast is at $80~