Sector Rotation

kkseal · #91 2nd July 2008, 08:08 PM

Quote:

Originally Posted by oxusmorouz

It does seem that way. Looks like they are averaging out. What went up at the speed of light came down the same way.

Conservation of Momentum (subset of Conservation of energy)

Another question to be answered (this one from the realms of quantum mechanics

)

What is more important (in a dynamic multivariate environ) - the absolute (the precise location in time & space) at any instant or the Change (from instant to instant)? (even if both are deterministic at any instant)

kkseal · #92 2nd July 2008, 08:10 PM

Quote:

Originally Posted by uasish

Very help full Analysis.

True Asishda. Oxy's data has already produced some useful pointers. Will keep an eye on the ROC.

oxusmorouz · #93 2nd July 2008, 09:17 PM

For the day ended 2 July 2008:

Code:

Best Performing:
                                  Values       ROC (20 day)
1) Pharma                          89.1720     -02.0128    
2) Software                        78.9158     -07.2576
3) OilExp                          74.6792     -05.7227
 
Worst Performing:
1) Real Estate                    36.1243     -27.5186
2) Cables                         39.4714     -23.3119
3) Civil Construction             42.0333     -23.5364

Nifty                             66.6197     -10.7347

oxusmorouz · #94 2nd July 2008, 09:18 PM

Quote:

Originally Posted by kkseal

Conservation of Momentum (subset of Conservation of energy)

Another question to be answered (this one from the realms of quantum mechanics

)

What is more important (in a dynamic multivariate environ) - the absolute (the precise location in time & space) at any instant or the Change (from instant to instant)? (even if both are deterministic at any instant)

Depends on the strategy one uses really. Indifferent to both if one is starting afresh.

uasish · #95 2nd July 2008, 09:24 PM

Quote:

Originally Posted by kkseal

Conservation of Momentum (subset of Conservation of energy)

Another question to be answered (this one from the realms of quantum mechanics

)

What is more important (in a dynamic multivariate environ) - the absolute (the precise location in time & space) at any instant or the Change (from instant to instant)? (even if both are deterministic at any instant)

kalyan,

In horse race they use High speed camera to determine the Rank,thats why it was termed as 'Photo Finish'.
Now how do you relate the Motion ;
with the static photograph in your hand &
the break neck speed of the stallions.

Asish

renu daga · #96 2nd July 2008, 09:37 PM

Quote:

Originally Posted by oxusmorouz

For the day ended 1 July 2008:

Code:

Best Performing:
                                  Values       ROC (20 day)
1) Pharma                          86.6498     -06.7890    
2) Software                        75.7153     -13.0497
3) FMCG                            73.6076     -11.1649
 
Worst Performing:
1) Real Estate                    32.4281     -37.1002
2) Cables                         39.8167     -25.5879
3) Civil Construction             40.3393     -28.4504

Nifty                             63.4201     -17.3700

ROC changed to 20days on Kalyan's request.

Out of the 26 sectors, only 6 : Pharma, Software, FMCG, Sugar, Aluminium, Oil exploration are outperforming nifty on an absolute basis.

oxy above the outperformer scetors,,,

as i already told u ,,,watch...pharma/ software/ sugar...did not at all particpate in ;ast phase of bull run,,,sugar/ pharma,,,was badly down,

oil was ok,,
third,,,,fmcg ,,, stcoks,,like dabur / lever,,,they moved in desired ratio / capacity,,,,say they moved in limited bands
as u said the speed of light ,,,theory...i say its teh theory of every action has equal and opposite reaction,,,,that is why banks/ reality/ ,,,are in this condition,,,
now ,,can u highlight ur study,,,as how can,,we judge the performers beocming weak/ and worst one becoming strong...,,

renu

kkseal · #97 2nd July 2008, 10:12 PM

Quote:

Originally Posted by uasish

kalyan,

In horse race they use High speed camera to determine the Rank,thats why it was termed as 'Photo Finish'.
Now how do you relate the Motion ;
with the static photograph in your hand &
the break neck speed of the stallions.

Asish

That's the challenge Asishda. Even the ROC20 will manifest late. That is why my aim is to eliminate the absolute altogether & focus on the change (I can't change the camera but perhaps what is being filmed can be changed)

But first let's see what the data has to say.

Regards,
Kalyan.

SMART_Trader · #98 2nd July 2008, 11:41 PM

I use a crude method to find out where the action is.The method is based on significant moves of the day.I list the stocks that have moved 4% or more on industry wise.This is working well for me.I also monitor some variations like top 100 gainers of the week to date,top 100 gainers of the last 3 days etc.These are workable methods that help me to concentrate on the right sector and industry.

deb99891 · #99 3rd July 2008, 12:26 AM

Quote:

Originally Posted by SMART_Trader

I use a crude method to find out where the action is.The method is based on significant moves of the day.I list the stocks that have moved 4% or more on industry wise.This is working well for me.I also monitor some variations like top 100 gainers of the week to date,top 100 gainers of the last 3 days etc.These are workable methods that help me to concentrate on the right sector and industry.

real good anasysis
but what is the base date(as the % is not comparable in some cases) ?
plz through some light

renu daga · #**100** 3rd July 2008, 09:17 AM

hi smart trader,,

and oxy,,

i think oxy this is good analysis,,in excel sheet....can anyone prepare such excel sheet,,,for we traders,,as ready reckonwer,,

so as we feed the prices,, or it drectly take sin from yaoo after mkt hours,,,or say after 1 week..to analyse how much the stock has moved,,,and then we can ,look and gasp as per sector easily

renu