1: Silver continues to be the worst performer suggesting silver outperformance against gold. 2: After the extreme move up of 79% against gold, palladium is at the top and ready to reverse in performance. 3: Uranium is the metal to watch, as it gets ready to move up in rankings and performance. 4: On the pair sure Long Silver, Short Platinum is a workable pair.
ALPHA is a pair trading, long only – short only strategy and numeric ranking product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal product. The signals will be illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.
METALS: STEEL, ZINC, NICKEL, TIN, ALUMINIUM, URANIUM, GOLD, SILVER, LEAD
STOP LOSS AND EXITS are activated at 2%
Please feel free to mail us for any clarifications. *This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products.
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4 Comments
I would like to play the strategy of long silver and short gold in India. Will it work? please guide me
Dear Sunil,
Thanks for the post. Will it work? It should, now that silver is at the bottom of the rankings and the worst performer compared to gold. Gold and silver are international assets. Though local prices are influenced by their international peers, the impact of local currencies can not be ignored. Above this gold and silver is the strongest pair in the metals complex showcasing less price divergence compared to say palladium and gold. You have to also match the value of the contracts before you attempt the trade. Please understand that performance cycles are time fractals and even if we see one performance cycle turning in favor of one asset and against another asset, there are many performance cycles influencing a pair at the same time, larger and smaller performance cycles. Performance cycles attempt to isolate time of performance and has an encouraging backtesting result, but in no way can performance cycles be assumed to be a holy grail. It doesn’t exist.
We will be expanding coverage to gold and silver Indian spot prices soon. For further information and advise regarding risk management on the pair trading strategy call us or subscribe to Alpha.metals.
Orpheus Research
I find your website… an “eye-opening experience”. I would like to know if you could help in gaining the same knowledge about how to trade “time”.
I am myself deeply immersed into pairs trading, but the signal is more shorter and frequent, with the estimated out-performance to be captured in the range of 7-11 % and using money management and leverage to better the trading results.
Another thing that really interests me is the Non-directional trading, especially on the Options front and am a firm believer in ruled-based trading.
Thanks for the post and kind words. Trading time is easy if you visualise the triad structure. You have to mix two degrees of time or three degrees of time if you want higher accuracy in signals. regarding non direction trading, volatility can be isolated from any asset class. Isolate volatility, establish volatility cycles, look at the confluence of cycles at two degrees of time and your straddles and/or strangles should start working.
http://timetriads.com/article/598
Orpheus Research Team