Posted 8/6/2017 11:37 (#6170534 - in reply to #6170026) Subject: RE: Specs still heavily Long grains despite the Large Pull Back
ECIL
It would be interesting to see a statistical analysis of the funds position as a % of OI broken down individually into the long % and the short % and the resulting moves 4 weeks out. Maybe one of the Excel guys on NAT can take a look at it. I would suspect that the short side would carry a better correlation if the long side is populated with long only "commodity" accumulating activities