Bimini Analytics publishes weekly reports focused on the behavioral relationships between price, time and volatility in the exchange-traded futures and options markets, Global market coverage includes the liquid bond, equity index, foreign exchange, money markets, and commodity complexes.
The quantitative proprietary models and statistical tools illustrated below have evolved over two decades of independent research and continue to be refined in-house. The research follows a subscription-based format and is structured as a quantitative toolbox to aid in trade identification, portfolio structure and risk management for active traders, professional portfolio managers and financial institutions.
Correlation analysis is a useful analytical tool for forecasting possible price trajectories. It identifies past periods in data series that have similar characteristics to the current data series being analyzed and can be readily applied to price, volatility and fundamental data.
Analytical coverage of the relevant exchange traded derivatives markets includes correlation analysis of flat price, calendar spreads, inter-market spreads, inter-exchange spreads and historical volatility strategies
Seasonality is a time series characteristic whereby data exhibits regular and predictable changes over a specific time period. It is another tool used to gain insight into data series expectations. Depending on the data, the effect can be pronounced or weak but most markets exhibit seasonality to some degree.
Seasonality can be strongest as a result of cyclical influences on supply and demand such as weather or the planting and harvest cycle. It may also be used to manage expectations regarding price and volatility patterns over time and to identify counter seasonal moves.
Monthly and weekly continuous, non-adjusted historical charts are available for all markets and strategies covered. Our extensive chart coverage includes flat price, inter-market spreads, inter-commodity spreads, inter-exchange spreads and historical volatility.
The monthly futures charts typically date back to market inception whilst the weekly charts extend back over five years. They provide historical perspective regarding current price levels and trends and are useful for price projection and assessing potential risk and reward relative to historical price action.
This module is a composite dashboard of select quantitative analytical tools that collectively help to rapidly identify and assess high conviction actionable strategies derived from historical data analysis. The module is entirely quantitative and unbiased and the models provide multiple perspectives with regards to the risk and reward metrics pertaining to each strategy.
The Sentiment Report is a weekly quantitative breakdown of the Commitments of Traders report for futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.
The report is useful in identifying markets in which commercial traders or speculators are net long or short at extreme levels relative to the past and it provides a valuable alternative perspective regarding extreme levels of trader positioning.
