Introducing Alpha Agro – Short Sweet, Long Corn

Sweet corn is a variety of maize with a high sugar content and prepared as a vegetable. Cooked sweet corn has significant antioxidant activity, which has been suggested to reduce the chance of heart disease and cancer. A soup may also be made from the plant, called sweet corn soup.

The short sugar and long corn we are speaking about are tradable commodities as ETFs at London Stock Exchange. We are introducing ALPHA.AGRO today. The product covers all the top agro commodities viz. Wheat, Corn, cocoa, Sugar, Cotton, Coffee, Soybean, Soybean Oil and composite agricultural Indices. At Orpheus we have saying there is always a bull trend somewhere, this is not conventional thinking as the global community is focused on a few assets. Agro asset not only reduce portfolio risk but also are more tangible in value. To read more about the etf assets, visit www.etfsecurities.com. Launched in Sep 2006, these are award winning ETFs.

Long Agro Index and Short Soyabean Oil is a running pair. The latest update carries the numeric ranking, performance and pair cycles on the respective assets. Regarding the agro perspective, Cotton, Coffee, Soybean Oil, Wheat should continue to underperform the agro complex. While Sugar, Soybean are future potential outperformers for the intermediate weeks ahead. On the pair side we have 1: Long Cotton-Short Wheat, 2: Short Cotton – Long Sugar, 3: Short Wheat – Long Sugar and last but not the least 4: short sugar – long corn.

Strategy Update

Numeric Ranking

Performance Cycles

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.

Coverage: Wheat, Sugar, Coffee, Cocoa, Soyabean, Soyabean Oil, Cotton, Corn, Grains, Agro Indices

Performance cycles is a term coined by Orpheus Capitals. This is another name for time triads, time arbitrage, time fractals but expressed in terms of relative performance. It’s a bounded oscillator that moves in a range say from 1 to 30. 1 is top relative performance and 30 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick.

*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.

Time is a social construct and we see time through the life and nature around us. Understanding time can not only give a unifying theory to research of a few thousand years, but also help us understand the world we live in. Time evolves, oscillates and continues. Time comes before everything, but we don’t see it. We just feel it. We believe what we see and this is why understanding what we don’t see is a challenge. Understanding time could bring more than a conventional thought down, it’s a revolution, which could rock the very foundation of economic thought or the geometric structures Euclid laid down in 300 BC. We are at the start of the journey, but if time is indeed the real mathematics, we could see high accuracy in time forecasts.

Econohistory is the study of performance cycles between assets. Cycles are the generic name for time fractals. Performance cycles can be studied for any time frame, for as small as a tick data to multiyear time frames. This objective approach to performance cyclicality can explain why intermarket analysis is an area of study? Why bonds and commodities tend to be inversely related? What is the connection of Oil with world markets? Why the world watches DOW sometimes and sometimes a 500 point effect on DOW seems to have no impact? Why correlation between assets moves from near perfect at times to weak correlation at other times? Why the same news has different impact on a stock or market? Why equities and bond trend together and why the relationship decouples sometime? When will inflation become deflation, disinflation, stagflation or hyperinflation? When and why does gold outperform and underperform silver? Econohistory can objectively answer these questions, using performance cycles, time fractals and past data. Economic history is mathematical.

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