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Quantitative Finance · Glosario

¿Qué es Hedging pressure, positioning signal?

También llamado: hedging pressure · positioning signal

Definition 24.1 Strategies I: Equities and Futures · Capítulo 24 — Positioning and Sentiment

Hedging pressure is the net position of hedgers in a futures market, usually net short for producers, as a share of open interest; speculators who take the other side earn a risk premium that rises with it. A positioning signal is a trading signal built from reported positions of a category of traders, as known at the time of the trade.

CBOT corn futures: net positions of managed money and of producers, merchants, processors and users as a share of open interest, weekly (Tuesday), January 2016 to September 2026, from the CFTC’s disaggregated Commitments of Traders. Data: s1_posisig.corn.
Figure 24.1. CBOT corn futures: net positions of managed money and of producers, merchants, processors and users as a share of open interest, weekly (Tuesday), January 2016 to September 2026, from the CFTC’s disaggregated Commitments of Traders. Data: s1_posisig.corn.
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