Skip to content

Navigation Menu

Sign in
Appearance settings

Search code, repositories, users, issues, pull requests...

Provide feedback

We read every piece of feedback, and take your input very seriously.

Saved searches

Use saved searches to filter your results more quickly

Appearance settings
#

cot-reports

Here are 7 public repositories matching this topic...

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Tr…

  • Updated Apr 6, 2024
  • Python

A professional-grade toolkit for downloading, cleaning, and analyzing CFTC Commitment of Traders (COT) reports. This project focuses on the "Traders in Financial Futures" (TFF) and Disaggregated COT reports, providing automated feature engineering, market-level sentiment analysis, and directional bias scoring.

  • Updated Jan 29, 2026
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the cot-reports topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the cot-reports topic, visit your repo's landing page and select "manage topics."

Learn more

Morty Proxy This is a proxified and sanitized view of the page, visit original site.