Monday, December 13, 2010

BSE Sectoral Strength

I will start doing sectoral strength analysis which can show where the color of flows.
The basic aim of this study is to get the alpha so that strong sectors can be bot weak sectors can be short.

For the starting I will do a basic study and then improve on it further adding more parameters so as to make it comprehensive.

For the last week the summary is as follows:

The bullish strength has been in the following sectors


BSE Oil & Gas
BSE Power
BSE PSU
BSE IT
BSE Realty


The bearish strength is in the following sectors

BSE Auto
BSE smallcap
BSE Cons D
BSE Midcap
BSE Bankex.

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