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Nifty Calls Based on Quant Model - derivatives

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Old 04-05-2011, 06:47 AM
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Join Date: Mar 2011
Location: Mumbai
Posts: 3
Default Nifty Calls Based on Quant Model

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.

Thanks,

Nifty Quant

Call for Apr 05, 2011

Optimal Long Level from 5898 till 5916 & Optimal Square Off Level 5951
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Old 04-08-2011, 02:22 AM
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Join Date: Mar 2011
Location: Mumbai
Posts: 3
Default Nifty Quant Analysis for Apr 08, 2011

Initiating a Short Trade with SL 5906
Optimal Short Level from 5906 till 5883 & Optimal Square Off Level 5853
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Old 04-11-2011, 02:45 PM
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Join Date: Mar 2011
Location: Mumbai
Posts: 3
Default 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
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