Where can I find information on how much money there is in the market? I keep on hearing things like, investors are pulling money out of the market, there's not a lot of money in the market, market makers are trading against market makers, but where do these stats come from? I want a way to keep track of how much total money is going in and out of the market. Maybe some data on money going in and out of mutual funds or hedge funds would be nice. Thanks!
========== IBD has plenty of info on this[paper edition]; investers.com. Thats the website of IBD Market cap studies may help also, Wisdom is profitable to direct.
its useless. there is a company called trimtabs that attempts to follow that info. i followed him for a while. he is almost always wrong on the direction of the market.
Determining supply over extended periods of time is fairly straightforward, as you can get what the outstanding # of shares is for a particular stock (and of course you could roll this up for the whole market). Determining demand is the hard part. This is generally told to us by price action in the short term, and "trends" over an extended period of time. If anyone thinks they can determine demand in isolation, I'd love to hear it. To help elucidate how supply, just by itself, matters, I ran some numbers against reuters (no survivorship bias) data. Assumptions: U.S. Exchanges, No OTC stocks, price > 1$, daily liquidity is $2,000,000 (volume*price) or greater. There is no logic, no timing, no other filters, I'm only looking at annual change in # of outstanding shares. Holding the top 50 stocks in terms of outstanding # of shares shrinking year over year, I get a 10 year CAGR of: 10.65% Holding the top 50 stocks in terms of outstanding # of shares growth year over year, I get a 10 year CAGR of: -1.87% I'm sure there is a long/short hedge fund idea in there somewhere if you were to combine that with a few other herbs and spices and up the liquidity threshold.