Quantitative Analysis of Nifty

[QuantNifty]

Re: Quantitative Analysis of Nifty-Call for Apr 26, 2011

Market Snapshot of April 26, 2011

Nifty clocked intraday volatility of 0.85%, which is lower than the long term average. Immediate support level lies at 5852 and resistance level lies at 5902 respectively. FII's bought INR 1560.16 and sold INR 1937.75 crores, whereas DII's bought INR 1082.1 and sold INR 845.48 crores in the cash market respectively. Indian rupee weakened by INR 0.21 vis-a-vis USD.

Nifty Put Call Ratio is at 1.635

Call for Apr 26, 2011
Initiating a Short Trade with SL 5857
Optimal Short Level from 5895 till 5872 & Optimal Square Off Level 5842

 

[msa5678]

Re: Quantitative Analysis of Nifty-Call for Apr 26, 2011

Market Snapshot of April 26, 2011

Nifty clocked intraday volatility of 0.85%, which is lower than the long term average. Immediate support level lies at 5852 and resistance level lies at 5902 respectively. FII's bought INR 1560.16 and sold INR 1937.75 crores, whereas DII's bought INR 1082.1 and sold INR 845.48 crores in the cash market respectively. Indian rupee weakened by INR 0.21 vis-a-vis USD.

Nifty Put Call Ratio is at 1.635

Call for Apr 26, 2011
Initiating a Short Trade with SL 5857
Optimal Short Level from 5895 till 5872 & Optimal Square Off Level 5842

Hi QuantNifty,

How can the SL (5857) be
less than the Entry Level (5895 till 5872).
Am I missing something.

 

[QuantNifty]

Hi MSA,

Thanks for spotting the error, its 5897. Thanks for your help, I really appreciate it.

Regards,
Quant Nifty

 

[QuantNifty]

Market Snapshot of April 26, 2011

Nifty clocked intraday volatility of 1.76%, which is lower than the long term average. Immediate support level lies at 5809 and resistance level lies at 5911 respectively. FII's bought INR 2334.31 and sold INR 2888.34 crores,
whereas DII's bought INR 1106.75 and sold INR 944.94 crores in the cash market respectively. Indian rupee weakened by INR 0.06 vis-a-vis USD.

Nifty Put Call Ratio is at 1.545

CALL FOR APR 27, 2011
Initiating a Short Trade with SL 5893

Optimal Short Level from 5889 till 5865 & Optimal Square Off Level 5836

for more you can visit niftyquant dot blogspot dot com

 

[Khatte Angur]

Just curious ! What is your call based from ?
Is it a mathematical model ?
Some sort of System trading call ?
Automated Buy/Sale call from a mathemetical or charting software ?
Is there a name of this technique or technology ?

 

[QuantNifty]

Hi Khatte Angur,

Please see my first into post. Just to give you a headsup, this is a statistical model with couple of fundamental variables coupled with technical analysis.
My model has got a hit rate of 70-75% over last 3 years time series that I have tested.

Still looking for if there is anyone who can provide me 100% hit rate.

BTW, thanks for your curiosity.

Quant Nifty

 

[QuantNifty]

Market Snapshot of April 27, 2011

Nifty clocked intraday volatility of 1.24%, which is lower than the long term average. Immediate support level lies at 5805 and resistance level lies at 5878 respectively. FII's bought INR 2153.06 and sold INR 2864.92
crores, whereas DII's bought INR 1553.4 and sold INR 1254.12 crores in the cash market respectively. Indian rupee weakened by INR 0.04 vis-a-vis USD.

Nifty Put Call Ratio is at 1.393

CALL FOR APR 28, 2011
Initiating a Short Trade with SL 5892
Optimal Short Level from 5854 till 5831 & Optimal Square Off Level 5802

 

[msa5678]

Market Snapshot of April 27, 2011

Nifty clocked intraday volatility of 1.24%, which is lower than the long term average. Immediate support level lies at 5805 and resistance level lies at 5878 respectively. FII's bought INR 2153.06 and sold INR 2864.92
crores, whereas DII's bought INR 1553.4 and sold INR 1254.12 crores in the cash market respectively. Indian rupee weakened by INR 0.04 vis-a-vis USD.

Nifty Put Call Ratio is at 1.393

CALL FOR APR 28, 2011
Initiating a Short Trade with SL 5892
Optimal Short Level from 5854 till 5831 & Optimal Square Off Level 5802

Hi QuantNifty,

Your Analysis is very Accurate and Helpful.
Specially your idea of keeping a medium
target is very realistic. As the markets are
very jittery always it is profitable if you
make a reasonabe profit and exit your
position before u run into losses. Keep it
up.

With Regards,

 

[QuantNifty]

Thanks MSA for the compliment.

Infact I just wanted to reiterate the fact that in trading we need to have discipline thats why I always keep SL and price targets. Infact I wont be right every time as I am not god, but I have seen if we can have discipline then over a longer period of time we can make money, thats why I always say that my trading method has only 70% hit rate.

Regards,

QuantNifty

 

[QuantNifty]

Market Snapshot of April 28, 2011

Nifty clocked intraday volatility of 1.38%, which is lower than the long term average. Immediate support level lies at 5756 and resistance level lies at 5836 respectively. FII's bought INR 4257.02 and sold INR 5089.61 crores, whereas DII's bought INR 1868.83 and sold INR 1336.23 crores in the cash market respectively. Indian rupee weakened by INR 0.1 vis-a-vis USD.
Nifty Put Call Ratio is at 1.206

Call for Apr 29, 2011
Initiating a Short Trade with SL 5856

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