Quantitative Analysis of Nifty

I am starting my first tread. This thread will act as my own diary because I have created a Quant Model Based on EOD Data, Volatility, P/E, P/B, Yield and Statistical Analysis. This thread is purely for observation purpose so that people should not take the calls unless they are completely confident about the call.
This way I can also track the calls made by me and would like to urge traders to provide their feedback.
All calls are based on EOD data of previous day and time frame to trade (Entry and exit) is next day.

there are some rules which need to be followed:
1. If the call is buy or sell then if the opening price crosses optimal range of entry or stop loss before trade has taken place then please do not trade.
2. Exit and SL is as per individual greed and risk appetite, but I would suggest please follow the instruction.
3. All prices are based on spot market, so please follow spot market to trade

Market Snapshot of April 08, 2011

Nifty clocked intraday volatility of 1.8%, which is lower than the long term average. Immediate support level lies at 5800 and resistance level lies at 5905 respectively. FII's bought INR 2688.69 and sold INR 2303.84 crores, whereas DII's bought INR 982.97 and sold INR 1111.37 crores in the cash market respectively. Indian rupee strengthen by INR 0.08 vis-a-vis USD.

No Call to Trade for April 11, 2011

Nifty Quant

Hi,

would u like to share your background with us...

regards.

Dear All,

I am a strategic consultant worked with many domestic and foreign FI's. For credentials and my background please visit my blog: niftyquant dot blogspot dot com.

As far as methodology goes, I am sorry I cant share that, but the schema is statistical analysis of Nifty data combined with currency, Institutional Position from Jan 2004 till date.

This is my hobby with no economic gains in agenda.

I would like your comments to improve the strike rate.

Regards,

Nifty Quant

Your blog talks of a combination of fundamental and technical analysis that you follow. In the fundamental bit, do you meet with company managements?

Call for Apr 12, 2011

Initiating a Short Trade with SL 5830

Optimal Short Level from 5806 till 5783 & Optimal Square Off Level 5754

Market Summary
Nifty clocked intraday volatility of 0.91%, which is lower than the long term average. Immediate support level lies at 5766 and resistance level lies at 5818 respectively. FII's bought INR 1997.6 and sold INR 2688.82 crores, whereas DII's bought INR 957.47 and sold INR 693.66 crores in the cash market respectively. Indian rupee weakened by INR 0.4 vis-a-vis USD.

Nifty Put Call Ratio is at 1.477

Hi Basic Trades,

My calls will be purely based on Nifty, you have brought up a very pertinent question about fundamental analysis. Since my analysis is on Nifty, I dont have to think of management calls. However, if Satyam like situation occurs for any of the Nifty constituent then its a systematic risk no one in this world can diversify.

I hope this clarifies your question

Happy Trading

umm.. ahem.. Sir, would you like to edit the date ?

Sorry for being irregular due to some prior engagement

Market Snapshot of April 20, 2011
Nifty clocked intraday volatility of 1.7%, which is lower than the long term average. Immediate support level lies at 5788 and resistance level lies at 5886 respectively. FII's bought INR 2473.17 and sold INR 2280.17 crores, whereas DII's bought INR 993.17 and sold INR 1016.45 crores in the cash market respectively. Indian rupee strengthen by INR -0.04 vis-a-vis USD.
Call for Apr 21, 2011
No Call to Trade
Nifty Put Call Ratio is at 1.549

Market Snapshot of April 21, 2011

Nifty clocked intraday volatility of 0.83%, which is lower than the long term average. Immediate support level lies at 5862 and resistance level lies at 5910 respectively. FII's bought INR 2799.78 and sold INR 2491.99 crores, whereas DII's bought INR 1076.57 and sold INR 1346.19 crores in the cash market respectively. Indian rupee weakened by INR 0.12 vis-a-vis USD.

Nifty Put Call Ratio is at 1.674


Call for Apr 25, 2011
Initiating a Long Trade with SL 5864
Optimal Long Level from 5874 till 5892 & Optimal Square Off Level 5927