NSE Daily Data: FII, Nifty Future, FII Stock Future, Market Put Call Ratio.

tomjerry

Well-Known Member
Dear TJ & Vikrit,

I have found that nice discussions are going on this thread to co-relate the FII/DII IN/OUT Flows w.r.t Nifty movements. I was in the process of making a short/medium term positional strategy for Nifty futures, thereby i am expecting 2-3 trades per month definitely on some strategy. I am thinking of taking Nifty PE as one of the parameters to decide because i suppose PE valuation attracts FII to INflows. But i want to add volume also into picture.

Can u pl give me some inputs on how this data of in/out flows of FII/DII be merged? Which volume should i take? Cash in/out flows, Nifty Futures long/short, Nifty Options Data, etc.
According to my last 1 year tracking:

for 2-3 trades per month:

you should follow hourly, 4hour, daily, weekly, monthly chart strictly with TA.

Daily data of: Nifty current month PCR OI should be your first priority, followed by FII Nifty Future trading activity then Cash FII activity.

DII is small kid in this big game, ignore its activity.

Read my all posts in this thread, you will find PCR OI range etc.
 

mangup

Well-Known Member
@mangup,

you can also check Nifty P/E ratio chart made by me for information only:http://www.traderji.com/fundamental...ividend-yield-12-years-chart-1999-2011-a.html
Thank TJ,

But i see very less (only 1-2) opportunity in last 13 year as far as PB & DY graphs are concerned. If we consider PB=2.0 as buy & 4.0 as sell opportunity, it gives around 3 trades. As you rightly said this will be for long term investors.

Let say if we want a strtgy for medium term investors, how can we make use of Nifty PE, FII flow data or any other data to have opportunity @ 1-2 in 6 months?

What's the co-relation between (Nifty PCR OI, FII Nifty Future trading activity, Cash FII activity, Dollar-Rupees movement) Vs (Nifty movement)? I suppose you may be having this co-relationship individually or collectively alongwith graphs to explain them.
 

tomjerry

Well-Known Member
Thank TJ,

But i see very less (only 1-2) opportunity in last 13 year as far as PB & DY graphs are concerned. If we consider PB=2.0 as buy & 4.0 as sell opportunity, it gives around 3 trades. As you rightly said this will be for long term investors.

Let say if we want a strtgy for medium term investors, how can we make use of Nifty PE, FII flow data or any other data to have opportunity @ 1-2 in 6 months?
Trading according to P/E ratio is your first thought as you mentioned in your first post. I never found PE/PB/Div.Yld. as an interesting for nifty future/option trading tools.
 

tomjerry

Well-Known Member
What's the co-relation between (Nifty PCR OI, FII Nifty Future trading activity, Cash FII activity, Dollar-Rupees movement) Vs (Nifty movement)? I suppose you may be having this co-relationship individually or collectively alongwith graphs to explain them.
These data is limited with me since I have started storing data since January 2012 only. Will check possibilities to convert it into charting data followed by chart to find co-relation.
 

mangup

Well-Known Member
These data is limited with me since I have started storing data since January 2012 only. Will check possibilities to convert it into charting data followed by chart to find co-relation.
Thanks TJ for ur Formula-1 reply.
My basic idea is to first stick to Nifty PE ratio & then have 1-2 more parameters to make a medium term srtgy. Pl suggest those 1-2 more parameters from ur avail set of FII flows in cash/Fut, OI,etc which u feel more significant.
 

tomjerry

Well-Known Member
Thanks TJ for ur Formula-1 reply.
My basic idea is to first stick to Nifty PE ratio & then have 1-2 more parameters to make a medium term srtgy. Pl suggest those 1-2 more parameters from ur avail set of FII flows in cash/Fut, OI,etc which u feel more significant.
If you want to consider trading according to PE ratio then you must know that PE ratio rises according to forward rise of economy. that means if economy is going to rise in future then only PE ratio will rise in future. If economy is going to fall in future then PE ratio will fall in future. Here you have to consider IIP data, HSBC PMI, GDP, RBI repo rate, inflation, etc. tools to mix with PE ratio for that type of trading strategy.

e.g. Since 2010 (GDP 10.0), there is no fun left in GDP rise so just before the end of 2010, in Nov-2010, PE found its top with Nifty and since then everything is in down trend.

My priority order: Nifty current month PCR OI should be your first priority, followed by FII Nifty Future trading activity then Cash FII activity.
 

mangup

Well-Known Member
If you want to consider trading according to PE ratio then you must know that PE ratio rises according to forward rise of economy. that means if economy is going to rise in future then only PE ratio will rise in future. If economy is going to fall in future then PE ratio will fall in future. Here you have to consider IIP data, HSBC PMI, GDP, RBI repo rate, inflation, etc. tools to mix with PE ratio for that type of trading strategy.

e.g. Since 2010 (GDP 10.0), there is no fun left in GDP rise so just before the end of 2010, in Nov-2010, PE found its top with Nifty and since then everything is in down trend.

My priority order: Nifty current month PCR OI should be your first priority, followed by FII Nifty Future trading activity then Cash FII activity.
Thanks TJ for your inputs.
I will go through the data given by you & will experiment to formulate the suitable strtgy. Will come back to u incase require any help.:)
 

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