Contra Trading

7/31/2019 Contra Trading

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Guidelines in Contra-T

Look for daily top counters. Hypothesis: They are the most liquid and most volatile stocks. These are th

Checkpoint: Need to test hypothesis on these stocks. Top counters change everyday accordingly.

Sub-observation: In real trading situations when we have to make a decision to the trades we make in t

Use technical indicators to predict the movement of the stocks. Hypothesis: 2-3 technical indicators can

Checkpoints: Use 3 key indicators from the following, simple moving average, exponential moving aver

Sub-conclusion: on the 27th Jul 2012, out of 3 targeted counters, 2 has been predicted correctly. Praba

Look at daily morning news for targeted counters. Hypothesis. Targeted counters' news will have an im

Checkpoints:Compare any aviailable morning news with the spike/fall in share on the day. Compare the

Sub-conclusion: Results are not indicative due to insufficient sample size. Action point will be to conduc

reinforce hypothesis 2

Woman are creatures of instincts. Hypothesis: Nicolette, using her sixth sense and her vaginal instinct,


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rading

stocks we need for contra trading

he morning, this hypothesis will not be as helpful. Nonetheless, the hypothesis so far has been proven t

provide at least 80% probability of correctly predicting the movement of the stocks

ge, MACD, KDJ, RSI, Bollinger band, FSTO, SSTO, CCI, and VMA

ility is 66.67%

mediate impact on the stock price on the day itself

level of spike/fall with average spike/fall

t a 5 day stock screening with accompanied prediction using technical indicators to further

ill be able to help reinforce when to buy and sell.


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be generally valid.


4/57

Top 20 volume(As of 26 Jul 2012)

taking 1 day trading trend

Genting SP IHH Wilmar C&G

9am 1.265 9am 1.23 9am 3.54 9am -10am 1.265 10am 1.245 10am 3.49 10am -

11am 1.255 11am 1.25 11am 3.47 11.31am 0.12

12pm 1.24 12pm 1.26 12pm 3.47 11.45am 0.123

1pm 1.24 1pm 1.265 1pm 3.47 1.21pm 0.124

2pm 1.24 2pm 1.265 2pm 3.48 2pm -

3pm 1.235 3pm 1.26 3pm 3.46 3pm -

4.05pm 1.23 4pm 1.26 4pm 3.45 4.51pm 0.124

5pm 1.225 5pm 1.255 5pm 3.43 5pm 0.123

Daily volatility 1.61% Daily volati 1.40% Daily volat 1.58% Daily volati 1.64%

TT International JB Foods HLH Sky One

9am 0.105 9am 0.375 9am 0.025 9am 0.295

10am 0.107 10am 0.36 10am 0.025 10am 0.295

11am 0.112 11am 0.36 11am 0.026 11am 0.29

12pm 0.109 12pm 0.36 12pm 0.025 12pm 0.29

1pm 0.11 1pm 0.355 1pm 0.025 1pm 0.29

2pm 0.11 2pm 0.355 2pm 0.025 2pm 0.295

3pm 0.109 3pm 0.355 3pm 0.026 3pm 0.3

4.05pm 0.109 4pm 0.34 4pm 0.025 4pm 0.3

5pm 0.107 5pm 0.34 5pm 0.025 5pm 0.3


Golden Agr Singtel China Taisan

9am 0.715 9am 3.44 9am 0.044

10am 0.71 10am 3.44 10am 0.044

11am 0.715 11am 3.43 11am 0.044

12.06pm 0.715 12pm 3.42 12pm 0.044

12.58pm 0.72 1pm 3.45 1pm 0.045

2pm 0.715 2pm 3.44 2pm 0.044

2.59pm 0.72 3pm 3.42 3pm 0.0444.05pm 0.72 4pm 3.43 4pm 0.044

4.58pm 0.71 5pm 3.43 5pm 0.043

Daily volatility 0.70% Daily volati 0.44% Daily volat 2.27%

Summary Volatility

Counter Volatility


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Genting SP 1.61% 1

IHH 1.40% 2

Wilmar 1.58% 3

C&G 1.64% 4

GSH^ 1.10% 5

Liongold 0.78% 6

Sakari Resources 1.40% 7TT International 3.23% 8

JB Foods 4.90% 9

HLH 1.96% #

Sky One 1.69% #

Aussino^ 1.81% #

Noble Grp 0.72% #

Asiasons 1.40% #

Golden Agr 0.70% #

Singtel 0.44% #

China Taisan 2.27% #

STI

9am 3001.64

10am 3008.89 Given that STI is a good representation of the Singapore stock m

11am 3008.88

12pm 3007.1

1pm 3024.09

2pm 3023.1

3pm 3017.17

4pm 3014.24

5pm 3002.45

Daily volatility 0.37%

y = -0.0002x +

R = 0.00

0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

0 5 10 15 20

V

olatility

Counter number


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GSH^ Liongold Sakari Resources

9am 0.09 9am 1.275 9am 1.2610am 0.09 10am 1.295 10am 1.265

11am 0.092 11am 1.295 11am 1.265

12.09pm 0.09 12pm 1.29 12pm 1.265

1pm 0.091 1pm 1.295 1pm 1.27

2.12pm 0.091 2pm 1.295 2pm 1.27

3pm 0.09 3pm 1.295 3pm 1.255

4.09pm 0.09 4pm 1.295 4pm 1.245

5pm 0.09 5pm 1.295 5pm 1.235

Daily volati 1.10% Daily volat 0.78% Daily volati 1.40%

Aussino^ Noble Grp Asiasons

9am 0.141 9am 1.035 9am 0.53

10am 0.139 10am 1.045 10am 0.545

11am 0.14 11am 1.04 11am 0.54

12pm 0.139 12pm 1.045 12pm 0.54

1pm 0.14 1pm 1.05 1pm 0.54

2pm 0.14 2pm 1.05 2pm 0.535

3pm 0.14 3pm 1.045 3pm 0.535

4.03pm 0.139 4pm 1.04 4pm 0.54

5pm 0.136 5pm 1.035 5pm 0.53



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arket volatility, and it is lower than best fit line of top 20 vol by counter, hypothesis is VALID

0.0184

7

Series1

Linear (Series1)


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Top 20 Gainers(As of 26 Jul 2012)


SIA BIDU ADR Ascendas JMH

9am 10.88 9am 111.06 9am 2.24 9am 51.5510am 10.87 10am 111.06 10am 2.25 10am 52.25

11am 10.93 11am 111.06 11am 2.29 11am 52.67

12pm 10.91 12pm 111.06 12pm 2.27 12pm 52.6

1pm 10.94 1pm 111.06 1pm 2.29 1pm 53.33

2pm 10.93 2pm 111.06 2pm 2.29 2pm 53.03

3pm 10.92 3pm 114 3pm 2.27 3pm 53.5

4.05pm 10.92 4pm 114 4pm 2.27 4.51pm 53.25

5pm 10.86 5pm 114 5pm 2.26 5pm 53.2


DBXT MSEUR DBXT Nifty 10 DBXT E50 DBXT MSKorea

9am 38.85 9am 93.12 9am 30.24 9am 51.12

10am 38.85 10am 93.12 10am 30.24 10am 51.12

11am 38.85 11am 93.12 11am 30.64 11am 51.12

12pm 38.85 12pm 93.04 12pm 30.64 12pm 51.12

1pm 38.85 1pm 93.04 1pm 30.64 1pm 51.05

2pm 38.85 2pm 92.87 2pm 30.64 2pm 51.05

3pm 39.43 3pm 92.87 3pm 30.64 3pm 51.05

4.05pm 39.43 4pm 92.87 4pm 30.64 4pm 51.12

5pm 39.43 5pm 92.87 5pm 30.64 5pm 51.12


Jardine C&C SIA 200 SIA STXPO

9am 45.25 9am 10.75 9am 10.8 9am -

10am 45.75 10am 10.9 10am 10.88 10.26am 4.31

11am 45.9 11am 10.94 11am 10.93 10.48am 4.33

12.06pm 45.9 12pm - 12pm 10.92 12pm -

12.58pm 46 1pm 10.93 1pm 10.95 1pm -

2pm 46.36 2pm 10.93 2pm 10.94 1.44pm 4.35

2.59pm 46.29 3pm - 3pm 10.92 1.45pm 4.574.05pm 45.9 4pm 10.88 4pm 10.91 4.56pm 4.56

4.58pm 45.63 5pm 10.93 5pm 10.9 5pm -


Summary Volatility

Counter Volatility


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SIA 0.37% 1

BIDU ADR 1.31% 2

Ascendas 1.10% 3

JMH 1.86% 4

GLD 10 0.15% 5

NOL 1.13% 6

PTR ADR 0.34% 7DBXT MSEUR 0.74% 8

DBXT Nifty 10 0.13% 9

DBXT E50 0.66% #

DBXT MSKorea 0.07% #

DBXT China25 0.30% #

DBS BK4.7% 0.14% #

UOB 0.51% #

Jardine C&C 1.21% #

SIA 200 0.88% #

SIA 0.69% # Given that STI is a good representation of the Singapore stock m

STXPO 2.93% vol by counter, hypothesis is VALID

STI

9am 3001.64

10am 3008.89

11am 3008.88

12pm 3007.1

1pm 3024.09

2pm 3023.1

3pm 3017.17

4pm 3014.245pm 3002.45


y = 0.0002

R = 0.

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

0 5 10 15 20

V

olatility

Counter number


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GLD 10 NOL PTR ADR

9am 155.62 9am 1.095 9am 120.1110am 155.7 10am 1.105 10am 120.11

11am 155.69 11am 1.115 11am 120.11

12pm 155.55 12pm 1.11 12pm 120.11

1pm 155.55 1pm 1.11 1pm 120.11

2pm 155.8 2pm 1.105 2pm 120.11

3pm 155.8 3pm 1.105 3pm 120.92

4pm 155.84 4pm 1.095 4pm 120.92

5pm 155.38 5pm 1.09 5pm 120.92


DBXT China25 DBS BK4.7% UOB

9am 24.92 9am 106.21 9am 19.6

10am 24.84 10am 106.21 10am 19.62

11am 24.84 11am 106.21 11am 19.65

12pm 24.84 12pm 106.21 12pm 19.68

1pm 24.84 1pm 106.21 1pm 19.79

2pm 24.84 2pm 106.21 2pm 19.8

3pm 24.84 3pm 106.21 3pm 19.79

4pm 24.84 4pm 106.21 4pm 19.72

5pm 24.77 5pm 106.5 5pm 19.76



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arket volatility, and it is lower than best fit line of top 20

+ 0.0062

0206

Series1

Linear (Series1)


12/57

Top 20 %Gainers ( As of 27 Jul 2012)


Digiland Bright Orient Goldtron Infinio

9am 0.002 9am 0.035 9am 0.003 9am 0.00410am 0.003 10am 0.035 10am 0.003 10am 0.004

11am 0.003 11am 0.035 11am 0.003 11am 0.004

12pm 0.003 12pm 0.035 12pm 0.003 12pm 0.004

1pm 0.003 1pm 0.035 1pm 0.003 1pm 0.004

2pm 0.003 2pm 0.035 2pm 0.004 2pm 0.005

3pm 0.003 3pm 0.045 3pm 0.004 3pm 0.005

4pm 0.003 4pm 0.045 4pm 0.004 4pm 0.005

5pm 0.002 5pm 0.045 5pm 0.004 5pm 0.006


MDR GuiTech EuNetworks Hu An

9am 0.011 9am 0.07 9am 0.014 9am 0.128

10am 0.012 10am 0.07 10am 0.015 10am 0.13

11am 0.011 11am 0.072 11am 0.015 11am 0.13

12pm 0.011 12pm 0.072 12pm 0.015 12pm 0.13

1pm 0.011 1pm 0.072 1pm 0.015 1pm 0.13

2pm 0.011 2pm 0.072 2pm 0.015 2pm 0.13

3pm 0.012 3pm 0.07 3pm 0.015 3pm 0.13

4.05pm 0.011 4pm 0.07 4pm 0.016 4pm 0.13

5pm 0.011 5pm 0.071 5pm 0.015 5pm 0.143


kinergy MIDAS.ES.1207 SIngXpress SinGheeHuat

9am 0.152 9am 0.36 9am 0.013 9am -

10am 0.152 10am 0.355 10am 0.015 10am -

11am 0.152 11am 0.36 11am 0.014 11am 0.265

12pm 0.152 12pm 0.36 12pm 0.014 12pm -

1pm 0.152 1pm 0.35 1pm 0.014 1pm 0.27

2pm 0.152 2pm 0.35 2pm 0.014 2pm -

3pm 0.152 3pm 0.355 3pm 0.014 3pm 0.284pm 0.166 4pm 0.35 4pm 0.014 4pm 0.28

5pm 0.166 5pm 0.35 5pm 0.014 5pm 0.28


Summary Volatility

Counter Volatility


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Digiland 20.00% 1

Bright Orient 12.50% 2

Goldtron 14.29% 3

Infinio 20.00% 4

Full Apex 9.09% 5

ChinaTitan 11.11% 6

OmegaNav 2.70% 7MDR 4.35% 8

GuiTech 1.41% 9

EuNetworks 6.67% #

Hu An 5.54% #

KingBoard 5.84% #

JiuTianC 5.77% #

Transview 4.76% #

kinergy 4.40% #

MIDAS.ES.1207 1.41% #

SIngXpress 7.14% # Given that STI is a good representation of the Singapore stock m

SinGheeHuat 2.75% vol by counter, hypothesis is VALID

IndiaBulls 3.45%

Ban Leong 4.55%

Seroja 3.26%

STI

9am 3024.87

10am 3010.96

11am 3013.25

12pm 3003.89

1pm 3004.042pm 3014.68

3pm 3012.71

4pm 3005.37

5pm 3000.6


y = -0.0064x

R = 0.50.00%

5.00%

10.00%

15.00%

20.00%

25.00%

0 5 10 15 20 25

V

olatility

Counter number


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Full Apex ChinaTitan OmegaNav

9am 0.1 9am 0.004 9am -10am 0.1 10am 0.004 10am -

11am 0.1 11am 0.004 11am -

12pm 0.1 12pm 0.004 12pm 0.36

1pm 0.12 1pm 0.005 1pm -

2pm 0.12 2pm 0.005 2pm 0.38

3pm 0.12 3pm 0.005 3pm -

4pm 0.12 4pm 0.005 4pm -

5pm 0.12 5pm 0.005 5pm -


KingBoard JiuTianC Transview

9am 0.145 9am 0.049 9am 0.1

10am 0.145 10am 0.049 10am 0.11

11am 0.163 11am 0.054 11am 0.11

12pm 0.161 12pm 0.053 12pm 0.11

1pm 0.161 1pm 0.055 1pm 0.11

2pm 0.161 2pm 0.054 2pm 0.11

3pm 0.16 3pm 0.054 3pm 0.11

4pm 0.16 4pm 0.054 4pm 0.11

5pm 0.16 5pm 0.053 5pm 0.11


IndiaBulls Ban Leong Seroja

9am 0.098 9am 0.168 9am 0.178

10am 0.098 10am 0.168 10am 0.178

11am 0.098 11am 0.168 11am 0.178

12pm 0.098 12pm 0.17 12pm 0.178

1pm 0.098 1pm 0.17 1pm 0.178

2pm 0.105 2pm 0.18 2pm 0.178

3pm 0.105 3pm 0.18 3pm 0.194pm 0.105 4pm 0.18 4pm 0.19

5pm 0.105 5pm 0.184 5pm 0.19



15/57


+ 0.142

234

Series1

Series2

Linear (Series1)

Linear (Series2)


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CMProp 100 Jardine Matheson DBXT S&P500 10US$ Wilmar.ES.1207

9am - 9am 52.98 9am 21.6 9am 3.4210am - 10am 52.55 10am 21.6 10am 3.28

11am - 11am 52.91 11am 21.6 11am 3.27

12pm - 12pm 52.14 12pm 21.6 12pm 3.25

1pm - 1pm 52 1pm 21.6 1pm 3.22

2pm - 2pm 52.01 2pm 21.6 2pm 3.24

3pm - 3pm 51.75 3pm 21.6 3pm 3.25

4pm 6.5 4pm 51.7 4pm 21.6 4pm 3.25

5pm 6.5 5pm 51.7 5pm 21.6 5pm 3.28


DBXT Vietnam 10US$ SIA200 Lyxor AsiaRE 10US$ Fortune Reit HK$

9am 22.89 9am 10.9 9am 8.58 9am 5.35

10am 22.89 10am 10.86 10am 8.58 10am 5.35

11am 23.18 11am 10.84 11am 8.51 11am 5.32

12pm 23.09 12pm 10.81 12pm 8.51 12pm 5.32

1pm 23.09 1pm 10.81 1pm 8.51 1pm 5.31

2pm 23.09 2pm 10.83 2pm 8.51 2pm 5.31

3pm 22.78 3pm 10.83 3pm 8.51 3pm 5.3

4pm 22.78 4pm 10.84 4pm 8.51 4pm 5.29

5pm 22.78 5pm 10.84 5pm 8.51 5pm 5.22


Dairy Farm Int Lyxor EM Mkt 10US$ Great East United Overseas Austral

9am - 9am 9.23 9am 13.98 9am 0.53

10am - 10am 9.23 10am 13.98 10am 0.53

11am - 11am 9.18 11am 13.98 11am 0.5

12pm 10.6 12pm 9.18 12pm 13.9 12pm 0.5

1pm 10.59 1pm 9.18 1pm 13.9 1pm 0.5

2pm 10.58 2pm 9.18 2pm 13.9 2pm 0.5


5pm 10.56 5pm 9.18 5pm 13.94 5pm 0.49


Summary Volatility

Counter Volatility


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CMProp 100 0.00% 1

Jardine Matheso 1.22% 2

DBXT S&P500 10 0.00% 3

Wilmar.ES.1207 3.01% 4

Lyxor IndiaNifty 1 1.48% 5

UOB(U11) 0.76% 6

Wilmar 3.01% 7DBXT Vietnam 10 0.87% 8

SIA200 0.41% 9

Lyxor AsiaRE 10U 0.41% #

Fortune Reit HK$ 1.23% #

SIA 0.64% #

Hour Glass 0.00% #

CombWill 500 4.58% #

Dairy Farm Int 0.28% #

Lyxor EM Mkt 10 0.27% # Given that STI is a good representation of the Singapore stock m

Great East 0.29% # vol by counter, hypothesis is VALID

United Overseas 3.92%

STI

9am 3024.87

10am 3010.96

11am 3013.25

12pm 3003.89

1pm 3004.042pm 3014.68

3pm 3012.71

4pm 3005.37

5pm 3000.6


y = 0.0004x + 0.0087

R = 0.0218

0.00%

0.50%

1.00%

1.50%2.00%

2.50%

3.00%

3.50%

4.00%

4.50%

5.00%

0 5 10 15 20

V

olatility

Counter number


18/57

Lyxor IndiaNifty 10 UOB(U11) Wilmar

9am 12 9am 19.84 9am 3.4210am 11.65 10am 19.77 10am 3.28

11am 11.65 11am 19.75 11am 3.27

12pm 11.65 12pm 19.58 12pm 3.25

1pm 11.65 1pm 19.58 1pm 3.22

2pm 11.65 2pm 19.72 2pm 3.22

3pm 11.65 3pm 19.76 3pm 3.25

4pm 11.65 4pm 19.62 4pm 3.25

5pm 11.65 5pm 19.54 5pm 3.28


SIA Hour Glass CombWill 500

9am 10.94 9am 1.3 9am 0.685

10am 10.83 10am 1.3 10am 0.685

11am 10.83 11am 1.3 11am 0.685

12pm 10.83 12pm 1.3 12pm 0.625

1pm 10.8 1pm 1.3 1pm 0.625

2pm 10.8 2pm 1.3 2pm 0.625

3pm 10.83 3pm 1.3 3pm 0.625

4pm 10.83 4pm 1.3 4pm 0.625

5pm 10.8 5pm 1.3 5pm 0.625


ia


19/57


Series1

Series2

Linear (Series1)

Linear (Series2)


20/57



CMProp 100 Metal Comp CJ Fertilizer SinCap

9am - 9am 0.045 9am - 9am 0.2610am - 10am 0.045 10am - 10am 0.27

11am - 11am 0.045 11am 0.13 11am 0.265

12pm - 12pm 0.045 12pm 0.13 12pm 0.255

1pm - 1pm 0.045 1pm 0.131 1pm 0.23

2pm - 2pm 0.045 2pm 0.149 2pm 0.235

3pm - 3pm 0.045 3pm 0.127 3pm 0.24

4pm 6.5 4pm 0.045 4pm 0.15 4pm 0.23

5pm 6.5 5pm 0.025 5pm 0.13 5pm 0.225


China Haida Samko TeleData ASJ

9am 0.019 9am 0.13 9am 0.01 9am 0.033

10am 0.019 10am 0.12 10am 0.01 10am 0.033

11am 0.019 11am 0.117 11am 0.01 11am 0.033

12pm 0.019 12pm 0.117 12pm 0.01 12pm 0.033

1pm 0.019 1pm 0.117 1pm 0.01 1pm 0.033

2pm 0.019 2pm 0.117 2pm 0.01 2pm 0.03

3pm 0.019 3pm 0.117 3pm 0.01 3pm 0.03

4pm 0.019 4pm 0.117 4pm 0.01 4pm 0.03

5pm 0.017 5pm 0.117 5pm 0.01 5pm 0.03


UtdOAus Novo Grp Sinwa Huan Hsin

9am 0.53 9am 0.164 9am 0.129 9am 0.059

10am 0.53 10am 0.164 10am 0.129 10am 0.059

11am 0.5 11am 0.164 11am 0.129 11am 0.059

12pm 0.5 12pm 0.164 12pm 0.129 12pm 0.059

1pm 0.5 1pm 0.164 1pm 0.129 1pm 0.059

2pm 0.5 2pm 0.164 2pm 0.129 2pm 0.059


5pm 0.49 5pm 0.152 5pm 0.121 5pm 0.055


Summary Volatility

Counter Volatility


21/57

CMProp 100 0.00% 1

Metal Comp 28.57% 2

CJ Fertilizer 8.30% 3

SinCap 9.09% 4

M Devt 6.67% 5

UOB(U11) 0.76% 6

Wilmar 3.01% 7China Haida 5.56% 8

Samko 5.26% 9

TeleData 0.00% #

ASJ 4.76% #

AVIC 4.55% #

Pollux 5.26% #

Mary Chia 4.00% #

UtdOAus 3.92% #

Novo Grp 3.80% # Given that STI is a good representation of the Singapore stock m

Sinwa 3.20% # vol by counter, hypothesis is VALID

Huan Hsin 3.51%

UPP Holdings 5.08%

C NA 3.38%

YHI Int. 3.28%

STI

9am 3024.87

10am 3010.96

11am 3013.25

12pm 3003.89

1pm 3004.042pm 3014.68

3pm 3012.71

4pm 3005.37

5pm 3000.6


y = -0.0034x

R = 0.10.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

0 5 10 15 20 25

V

olatility

Counter number


22/57

M Devt UOB(U11) Wilmar

9am 0.015 9am 19.84 9am 3.4210am 0.016 10am 19.77 10am 3.28

11am 0.015 11am 19.75 11am 3.27

12pm 0.014 12pm 19.58 12pm 3.25

1pm 0.015 1pm 19.58 1pm 3.22

2pm 0.014 2pm 19.72 2pm 3.22

3pm 0.014 3pm 19.76 3pm 3.25

4pm 0.014 4pm 19.62 4pm 3.25

5pm 0.014 5pm 19.54 5pm 3.28


AVIC Pollux Mary Chia

9am 0.23 9am 0.05 9am 0.065

10am 0.23 10am 0.05 10am 0.065

11am 0.23 11am 0.05 11am 0.065

12pm 0.23 12pm 0.05 12pm 0.065

1pm 0.21 1pm 0.045 1pm 0.06

2pm 0.21 2pm 0.045 2pm 0.06

3pm 0.21 3pm 0.046 3pm 0.06

4pm 0.21 4pm 0.046 4pm 0.06

5pm 0.21 5pm 0.046 5pm 0.06


UPP Holdings C NA YHI Int.

9am 0.31 9am 0.107 9am 0.315

10am 0.305 10am 0.107 10am 0.315

11am 0.3 11am 0.107 11am 0.315

12pm 0.295 12pm 0.107 12pm 0.315

1pm 0.3 1pm 0.107 1pm 0.315

2pm 0.28 2pm 0.107 2pm 0.295

3pm 0.285 3pm 0.107 3pm 0.2954pm 0.28 4pm 0.107 4pm 0.295

5pm 0.28 5pm 0.1 5pm 0.295



23/57


0.0906

17

Series1

Series2

Linear (Series1)

Linear (Series2)


24/57



DBS CapitaLand Noble Group Ascendas

9am 14.71 9am 3 9am 1.05 9am 0.7610am 14.7 10am 3 10am 1.055 10am 0.75

11am 14.69 11am 2.99 11am 1.055 11am 0.755

12pm 14.64 12pm 3 12pm 1.045 12pm 0.755

1pm 14.7 1pm 2.995 1pm 1.043 1pm 0.755

2pm 14.74 2pm 2.99 2pm 1.05 2pm 0.76

3pm 14.71 3pm 3.02 3pm 1.05 3pm 0.755

4pm 14.69 4pm 2.99 4pm 1.055 4pm 0.755

5pm 14.67 5pm 2.98 5pm 1.05 5pm 0.755


OCBC IHH Keppel Corp UOB

9am 9.5 9am 1.28 9am 11.03 9am 19.84

10am 9.48 10am 1.28 10am 11.02 10am 19.77

11am 9.5 11am 1.28 11am 11 11am 19.75

12pm 9.49 12pm 1.28 12pm 10.95 12pm 19.58

1pm 9.5 1pm 1.29 1pm 10.97 1pm 19.58

2pm 9.52 2pm 1.29 2pm 11.04 2pm 19.81

3pm 9.54 3pm 1.28 3pm 11 3pm 19.76

4pm 9.47 4pm 1.28 4pm 10.94 4pm 19.62

5pm 9.45 5pm 1.285 5pm 10.99 5pm 19.54


Global Logistics Properties LionGold Fraser and Neave OUE Ltd

9am 2.25 9am 1.295 9am 8.46 9am 2.45

10am 2.25 10am 1.29 10am 8.42 10am 2.44

11am 2.24 11am 1.295 11am 8.42 11am 2.43

12pm 2.24 12pm 1.295 12pm 8.44 12pm 2.45

1pm 2.24 1pm 1.29 1pm 8.44 1pm 2.45

2pm 2.25 2pm 1.29 2pm 8.45 2pm 2.47


5pm 2.22 5pm 1.295 5pm 8.41 5pm 2.49


Summary Volatility

Counter Volatility


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DBS 0.34% 1

CapitaLand 0.67% 2

Noble Group 0.57% 3

Ascendas 0.66% 4

Genting SP 0.61% 5

SingTel 0.43% 6

Wilmar 3.01% 7OCBC 0.47% 8

IHH 0.39% 9

Keppel Corp 0.45% #

UOB 0.76% #

Sakari 1.42% #

SPH 0.49% #

Golden Agr 1.05% #

Global Logistics P 1.11% #

LionGold 0.19% # Given that STI is a good representation of the Singapore stock m

Fraser and Neave 0.30% # vol by counter, hypothesis is VALID

OUE Ltd 1.22%

CapitaComm 0.56%

SembMar 0.82%

STI

9am 3024.87

10am 3010.96

11am 3013.25

12pm 3003.89

1pm 3004.04

2pm 3014.683pm 3012.71

4pm 3005.37

5pm 3000.6


y = 3E-05x + 0

R = 0.00

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

0 5 10 15 20 25

V

olatility

Counter number


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.0075

7

Series1

Series2

Linear (Series1)

Linear (Series2)


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Source Yahoo Finance

Counter Genting SP

Duration 23 Jul-27 Jul

Indicator MACD*

*Atrend-following momentum indicator that shows the relationship between two moving ave

average (EMA)fromthe 12-day EMA. A nine-dayEMA of the MACD, called the "signal line", i

Indicator to buy: When MACD rises above the signal line, represents a bullish sign.

Indicator to sell: When MACD is below the signal line, represents a bearish sign.

Caution: wait for a confirmed crossover of lines before determining the position to take.


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Prediction by 27th Jul 5pm: HOLD

Indicator MFI*

*Money Flow Index-A momentum indicator that is used to determine the conviction in a current trend by

strength of money going in and out of a security and can be used to predict a trend reversal. The MFI is r

Oversold-MFI Values below 20

Overbought- MFI Value above 80

Caution: Divergence of MFI and price index is often a leading indicator of a change in current trend


Indicator ROC*

*Rate of Change-pure momentum oscillator that measures the percent change in price from one period t


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plot forms an oscillator that fluctuates above and below the zero line as the Rate-of-Change moves from

divergences and overbought-oversold readings.

Upward surge: sharp price advance

Downward plunge: Steep price decline

Sustained advance begins with big surge

Caution: It is important to remember that prices are constantly increasing as long as the Rate-of-Change


Verdict: HOLD

Opening price: 1.225

Last Price: 1.230

Closing Price: 1.23

Prediction INVALID


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rages of prices. The MACD iscalculated bysubtracting the 26-dayexponential moving

then plotted on top of the MACD, functioning as a trigger for buy and sell signals.


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analyzing the price and volume of a given security. The MFI is used as a measure of the

nge-bound between 0 and 100 and is interpreted in a similar fashion as the RSI.

o the next. The ROC calculation compares the current price with the price "n" periods ago. The


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positive to negative. As a momentum oscillator, ROC signals include centerline crossovers,

emains positive


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Counter Wilmar Int

Duration 23 Jul-27 Jul

Indicator RSI*

*Relative Strength Index- Measures speed and change of price movements. Oscillates between 0 and 1

RSI=100-100/(1+RS)

RS=Average gain/average loss

RSI=0 when there is all losses over 14 periodsRSI=100 when there is no loss

Below 30- Oversold

Above 70-Overbought

Caution: Look out for failure swings. Bullish failure swings- RSI moves below 30 (oversold), bounces abo

bearish failure swings

Prediction by 27th July 2012: HOLD( No obvious breakthrough)

Indicator Slow Stochastics*

Bullish divergence when


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*Stochastics- the Stochastic Oscillator is a momentum indicator that shows the location of the close rel

the Stochastic Oscillator "doesn't follow price, it doesn't follow volume or anything like that. It follows t

Slow %K (Current Close-Lowest Low over 14 periods)/(Highest High over 14periods-Lowest Low over

Slow %D 3 day SMA of Slow %K

Above 80-Stock trading at high end of the prices for 14 periods-overbought

Below 20-Stock trading at low end of the prices for 14 periods-oversold

Caution: Look for divergences. If stock signal higher high and Stoch signal lower high, means bearish sig

Centreline- If graph passes centreline, means high chance of scoring. If graph not passed through centr

Prediction by 27th July 2012: HOLD

Indicator Bollinger Band*

* Bollinger Band- upper curve represents the upper band while the lower curve represents the lower b

Buy when price breaks above upper bollinger band or sell when price falls below lower bollinger band

Prediction: HOLD/SELL

Centreline


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Verdict: HOLD

Opening price: 3.43

Last Price: 3.26

Closing Price: 3.28

Prediction VALID


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0. RSI considered overbought when above 70 and oversold when below 30

ve 30, pulls back, holds above 30 and then breaks its prior high. The converse holds true for

the lines converge. The opposite signals bearish divergence


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tive to the high-low range over a set number of periods. According to an interview with Lane,

he speed or the momentum of price.

14 periods)*100

al.Converse is true

line, high chance of defending

nd.


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Counter C&G

Duration 27-Jul

Indicator: RSI

Prediction: HOLD until 11am and SELL

Indicator:Bollinger Band


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Prediction:BUY/HOLD until 11am and BUY. At 2pm, BUY again

Indicator:MACD

Prediction:HOLD until 12pm and buy and hold

indicator:MFI


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Prediction: HOLD until 9am and BUY and HOLD until 1pm and SELL

Verdict: Buy and hold until 2pm-3pm and sell them off

Opening Price: 0.123

Last Price:0.125

Closing Price: 0.125Prediction VALID!


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Date: 27 Jul 2012

Source: Bloomberg and Reuters

Top 20 Counters by Volume Related News Price Change Degree of Reflectiveness

Genting SP Genting Singapore Pic, 0.005 LOW

IHH Emerging-market st 0.03 LOW

Wilmar Government officials i -0.15 HIGHC&G - 0.006

GSH^ - -0.001

Liongold - 0

Sakari Resources - 0

TT International - 0.002

JB Foods - 0.005

HLH - 0

Sky One - -0.005

Aussino^ - -0.006

Noble Grp Government officials i 0.01 LOW

Asiasons - 0.01

Golden Agr Dorab Mistry compa 0.005 MEDIUM

Singtel Fitch Ratings has aff0.04 HIGH

China Taisan - -0.001

Top 20 Gainers

SIA Cathay `Most Agile' -0.08 MEDIUM

BIDU ADR The following are th 5.93 HIGH

Ascendas - 0.02

JMH - -1.29

GLD 10 Related to gold price 1.59NOL - 0.005

PTR ADR - 0

DBXT MSEUR - -

DBXT Nifty 10 - -

DBXT E50 - -

DBXT MSKorea - -

DBXT China25 - -

DBS BK4.7% - -

UOB - -0.26

Jardine C&C - -0.24

SIA 200 - -0.09SIA Cathay `Most Agile' -0.08

STXPO Trading halted -

Probability 0.375

Conclusion The results is not indicative as the sample size is too small.

Action Point Will conduct a 5 days stock news screening on all top counters in the previous day to derive


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more indicative conclusion


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Stock Counter Date of News Degree of News Highest (D-1) Highest (D) Highest(D+1)

Genting PLC 25-Jul Negative 1.3 1.29 1.28

Genting PLC 30-Jul Positive 1.25 1.32 1.3

Noble Group 29-Jul Positive 1.06 1.08 1.09

SingTel 27-Jul Positive 3.21 3.25 3.48

Golden Agri 26-Jul Positive 0.63 0.64 0.66Hutchison 26-Jul Negative 0.73 0.73 0.78

CapitaLand 19-Jul Positive 2.98 2.97 2.96

SIA 26-Jul Positive 10.95

Hyflux 3-May Negative 1.46 1.45 1.45

Noble Group 2-Aug Negative 1.09

Global Logistics 1-Aug Positive 2.26 2.34

CapitaLand 2-Aug Negative 3.04


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Highest(D+2) Highest (D+3)

1.25 1.32

- -

-

3.62 3.61

0.73 0.740.76 0.75

2.93 2.92

10.72 10.79

1.41 1.4


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Date 30-Jul-12

Duration 1 trading day

Window fo 26-Jul-30 Jul

Counters Targeted Related News Date of News Technical Indicators Prediction Opening

A-Sonic Ltd Peter Madhavan, the 27-Jul-12 Negative Sell

ASTI Holdings Ltd ASTI Holdings Ltd., 26-Jul-12 Positive. Overbought Sell

Adventus BillionaireLi Ka-shin 30-Jul-12 Negative SellPSL Holdinga BillionaireLi Ka-shin 30-Jul-12 Positive Buy 0.31

noble group has committed a 50 29-Jul-12 Positive Buy 1.05

China XLX China XLX Fertiliser's 1 29-Jul-12 Negative Buy and sel 0.335

Dairy Farm InternationPan-Asian retailer Dai 27-Jul-12 Positive Buy and sel 10.52

First Reit OCBC Upgrades Fir 28-Jul-12 Negative Hold

DBS DBS Bank HK has A 26-Jul-12 Neutral Buy and sel 14.8

Jardine C&C Jardine C&C manag 28-Jul-12 Positive Buy and sel 45.5

Fraser and Neave UPDATE 1-Heineken e 26-Jul-12 Positive Hold

Overall

Learning Points

1 Use Yahoo Finance to scan through all the counters

2 Filter counters with price per share of more than $1

3 Assume that each counter was bought at 1 lot(1000 shares min)

4 Use P&L Calculator to include transaction cost. Reduce the filter stocks further in order to maxim
http://finance.yahoo.com/news/china-xlx-fertilisers-1h-2012-000000237.htmlhttp://us.rd.yahoo.com/finance/external/reuters/SIG=12e226o5u/*http:/www.reuters.com/article/2012/07/27/heineken-apb-idUSL4E8IR00H20120727?feedType=RSS&feedName=financialsSector&rpc=43http://us.rd.yahoo.com/finance/external/reuters/SIG=12e226o5u/*http:/www.reuters.com/article/2012/07/27/heineken-apb-idUSL4E8IR00H20120727?feedType=RSS&feedName=financialsSector&rpc=43http://finance.yahoo.com/news/china-xlx-fertilisers-1h-2012-000000237.html


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Closing(Ask) Deviation

0.31 -

1.07 -

0.34 0

10.55 -0.03

14.75 -0.02

46.39 0.49

0.44

ise profits


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Date 31-Jul-12

Duration 1 trading day

Window for News 27-Jul-31 Jul

Counters Targeted Related News Date of News Technical Indicators Prediction

Genting Singapore SE Asia Stocks-High 30-Jul-12 Neutral to Negative Buy and sel

Targeted ActualTotal Value bought 19500 19500

Targeted Value Sold 19800 19650

Profit 300 150

Net Brokerage Fee 110.04 109.62

Net Clearing Fee 15.72 15.66

Net Access Fee Rate 2.9475 2.93625

Net GST 9.009525 8.975138

Net Profit 162.283 12.80861

Learning Points

1 Use Yahoo Finance to scan through all the counters

2 Filter counters with price per share of more than $1

3 Assume that each counter was bought at 1 lot(1000 shares min)

4 Use P&L Calculator to include transaction cost. Filter stocks further in order to maxim

5 Create Solver template to resolve problem of profit maximisation determination


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Targeted BiLots Total Value bo Targeted A Targeted V Actual Ask Actual ValuDeviation

1.3 15 19500 1.32 19800 1.31 19650 -150

ise profit


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Date 1-Aug-12

Duration 1 Trading Day

Window for news 28 Jul-1 Aug

No Counters News Summary News Date Technical Indicators

1 Genting Singapore SE Asia Stocks- 30-Jul-12 Neutral-Negative

2 Sakari Resource Sakari Resource 30-Jul-12 Negative3 Noble Group Cargill says its S 31-Jul-12 Negative

4 Wilmar Cargill says its S 31-Jul-12 Positive

Targeted Actual

Total Value bought 20220 20220

Total Value Sold 20470 20370

Profit 250 150




Net GST 9.3281825 9.3052575

Net Profit 107.4120675 7.7624925

1. Test the hypothesis that D(News)+2 will still affect the stock price in its peak.

2. Devise a numerical way to determine the target ask price to sell.

3. Always fucking remember that I buy at ask price and sell at bid price


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Prediction Target Ask Lots Shares Per Lot Total Purchased Value

Buy at 1.31 and sell at 1.32 1.31 4 1000 5240

Buy at 1.30 and sell at 1.31 1.30 0 1000 0Buy at 1.07 and sell at 1.085 1.07 14 1000 14980

Buy at 3.23 sell at 3.25 3.23 0 1000 0


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Targeted Bid Targeted Gained Actual Ask Actual Value Gained Deviation

1.32 5280 1.295 5180 -100

1.31 0 0.65 0 01.085 15190 1.085 15190 0

3.25 0 0.55 0 0


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Date 1-Aug-12

Duration 1 Trading Day

Window for news 31 Jul-2 Aug

No Counters News Summary News Date Technical Indicators

1 Global Logistics PropertChina seeks to s 1-Aug-12 Positive

2 HongKong Land Holdin STOCKS NEWS SIN 1-Aug-12 Positive3 Wilmar Cargill employees 31-Jul-12 Positive

4 CapMallsAsia China homesale i 1-Aug-12 Positive

Targeted Actual

Total Value bought 18900 18900

Total Value Sold 19500 18510

Profit 600 -390




Net GST 8.8032 8.5762425

Net Profit 465.4368 -521.09399

1. Have to evaluate the failure for this particular trade.

2. Devise a numerical way to determine the target ask price to sell.

Analysis
http://us.rd.yahoo.com/finance/external/reuters/SIG=132u4rfp9/*http:/www.reuters.com/article/2012/08/01/markets-singapore-stocksnews-sti-idUSL4E8J11PS20120801?feedType=RSS&feedName=rbssFinancialServicesAndRealEstateNews&rpc=43http://us.rd.yahoo.com/finance/external/reuters/SIG=12humnufv/*http:/www.reuters.com/article/2012/07/31/cargill-trading-idUSL2E8IV9LO20120731?feedType=RSS&feedName=marketsNews&rpc=43http://us.rd.yahoo.com/finance/external/reuters/SIG=12humnufv/*http:/www.reuters.com/article/2012/07/31/cargill-trading-idUSL2E8IV9LO20120731?feedType=RSS&feedName=marketsNews&rpc=43http://us.rd.yahoo.com/finance/external/reuters/SIG=132u4rfp9/*http:/www.reuters.com/article/2012/08/01/markets-singapore-stocksnews-sti-idUSL4E8J11PS20120801?feedType=RSS&feedName=rbssFinancialServicesAndRealEstateNews&rpc=43


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Prediction Target Ask Lots Shares Per Lot Total Purchased Value

Buy at 2.32 and sell at 2.34 2.32 0 1000 0

Buy at 6.3 and sell at 6.5 6.30 3 1000 18900Buy at 3.26 and sell at 3.29 3.26 0 1000 0

Buy at 1.65 and sell at 1.66 1.65 0 1000 0


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Targeted Bid Targeted Gained Actual Bid Actual Value Gained Deviation

2.34 0 0 0 0

6.5 19500 6.17 18510 -9903.29 0 0 0 0

1.66 0 0 0

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