The latest Alpha CEE updates numeric ranking with Bulgarian BGREIT. We have carried strategy update pairs of BGREIT against Romanian BETC, Polish WIG and DOW.
Numeric Ranking
Strategy Update
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 [...]
This is what we said on 1 Feb
“Boeing is at the top while Exxon is at the bottom. Boeing was also the fastest change in positive ranking. The stock is up 8% from start of the year. Exxon on the other side is down 7% from the start of the year. The pair delivered 15% [...]
COMI outperformed BETXT by 310% from 8 May 2009. We will closely monitor the pair for the reversal signal. DAFR/BETXT a month old pair reached 21% gains. The outperformance of TEL and TGN registered 41% and 26% respectively. As anticipated last week on Alpha Romania, we reached topping performance and thus reversal signals for both [...]
BHEL starts to underperform. Short Bhel – Long Nifty begins. Long Nifty – Short TCS is at parity and edging up in positive zone. Maruti – M&M continues to hold and is positive 10% since 18 Jan 2010. On the negative side Grasim vs. Nifty is still 2% negative since 25 Feb initiation. Tata [...]
Grasim and Infosys remain the top potential underperformer stocks for the weeks ahead, meanwhile SBI and HDFC are the top potential outperformers. On the sector side, we have Metals and Banks as top potential underperformers and Oil as the top potential outperformer sector for the weeks ahead (which is in sync with our triangle scenario [...]
Did you know that for the last 200 days, you could have done better on your Romanian market portfolio if you would have not looked at Pharmaceutical stocks ATB and BIO? Both the stocks underperformed the BETXT index by more than 50%. Did you know that Alpha Numeric ranking and performance cycles positivity on TEL [...]
The running fresh pairs are long Grains (GRAF.L), long soyabean against short Agricultural Index (AIGA.L). On the other side we are expecting a reversal on sugar and cattle outperformance against the respective benchmark Index. The latest alpha.agro carries numeric rankings, performance cycles, strategy update and running pair trackers.
Strategy Update
Numeric Ranking
Performance Cycles
ALPHA is a pair trading, [...]
Performance cycles can harness event risk and offer an alternative
Strategy
What should be the budget strategy? A few investors asked to brainstorm on the above question thought like this. One thought of the Nifty contracting triangle and suggested staying away. Another suggested range bound Nifty was good between 4900 – 4700 and selling puts and calls [...]
Alpha is designed from price performance. This is why all signals whether they come from numeric ranking, numeric ranking changes, performance cycles, strategy update should converge and not diverge. Executing the signals for passive investments should be easier than on active derivatives strategies. However, using mini Nifty futures, Nifty bees or spot stocks as one [...]