The Cboe Futures Exchange was the first exchange in the world to list bitcoin futures. One of the great things about a new market is the data that comes along with it, at least for quant geeks like me. The CFTC collects information about trader’s positions in a wide variety of markets. This report is titled the Commitment of Traders Report (COT Report). The COT reports provide a breakdown of each Tuesday’s open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. I’ve been keeping up with the bitcoin COT Report data since Cboe XBT Bitcoin ... (full story)