Hello, Institutional investors may or may not buy or sell the stock every day then how can we treat the data to arrange the time series. kindly give your suggestions.
Dear Veena Madaan ,
I looked into the article you sent above, they said they used "daily trading data of FIIs transacted in the Indian market", that is, they have the data of investors buying and selling stocks daily.
This is the first time I heard such a problem that relates to the stock market. When it comes to the stock market, it is often said that forecasting the stock price. For example, the price of A stock increases or decreases tomorrow?
Now, in fact, from the investor point of view. I certainly want to build a model to predict stock prices to see if it increases or decreases daily. So I can decide when I should sell or buy. Is that?
If you want to take a look into stock price prediction, check this post.
https://towardsdatascience.com/predicting-stock-price-with-lstm-13af86a74944
Even in real competition, they are doing stock price prediction.
https://www.kaggle.com/pablocastilla/predict-stock-prices-with-lstm
Dear Thieu Nyugen,
Thank you very much to respond on my query. I extract the data from the same source but only two file were not open i.e feb and march 2013 and the paper include till june 2014. thank you once again to share some fruitful link.
INSTITUTIONAL INVESTORS by their nature they are not speculative day traders. They report their earnings on quartery basis or based on their accounting cycle or SEC filing requirements . You need to have a list of intitutional investors and look into their reports if they are public company, these reports may be available, i.e. all funds do their reports.
INVESTORS are not the same as traders. Investors do long-term investments, as such they do not leave messy paper trails of buy/sell activities. Traders, especially speculative trading, may buy sell on daily basis. If you study institutional investor behavior, you are looking at long-term stable patterns. Day traders, on the other hand, just go for a free ride on the roller coaster. It is more interesting to learn the roller coaster pattern than the behavior than that of a day trader. Why study the shadow when we can learn from the object tbat gives the shadow?
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