ALPHA.GLOBAL – INTRODUCING ALPHA BONDS

Understanding interest rates and bond markets are key for not only understanding macro economic situation but also Intermarket capital flows. ALPHA BONDS introduces Numeric Ranking between American, Japanese and German bonds. The product also illustrates pair and individual cycles between bonds. The debut issue focuses on quarterly tendencies and will be adding intermediate (multi week) and minor (multi day) perspectives shortly. The histogram below suggests US 30 Year Bonds as the top performer and Japanese 5 Year bonds as the worst performer for the period under study. Based on performance cycles, the top underperformer should reverse it’s polarity and outperform over the next few months and move up in Numeric Ranking. The pair cycles illustrated ahead indicate an outperformance on German 2 Year bonds compared to German 5 Year bonds.

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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.

BONDS: GERMAN BONDS, AMERICAN BONDS, JAPANESE BONDS (2, 5, 10, 30 YEAR)

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.

ORPHEUS RESEARCH AT REUTERS – UNITED KINGDOM

ORPHEUS RESEARCH AT REUTERS – USA