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Author:
Matt S.
License:
MIT
Summary:
Turn raw COT data into positioning metrics and trading signals (positioning index, concentration/clustering/position-size, reversal signals).
Latest version:
0.15.1
Required dependencies:
cotdata
|
crucible-marketdata
|
numpy
|
pandas
|
pyarrow
|
pytz
|
pyyaml
|
requests
|
xlrd
Optional dependencies:
pytest
|
ruff
|
tomli
|
yfinance
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