Trading with cftc's institutional reports
The commodity futures and trading commission generates weekly COT (commitment of traders) reports that showcase position of comercial and non comercial institutions on a given commodity or equity. The COT reports have information about how many long and short positions were open on a given commodity or equity, they also include the change of long and short positions from one report to an other.
The objective of this project is to create machine-learning and deep-learning models that can predict the short term price movement of an equity or commodity in order to trade an specific financial instrument for profit.