Category Archives: Aggregate

THE TIME ARBITRAGE

By Orpheus | Published: 10 August, 2009

I remember meeting Ajay Shah, Professor and Columnist in 2000, during my early days as a derivatives analyst in Mumbai. He talked about how speculators-arbitrageurs and hedgers together create the magic in derivatives market. It was indeed magical as from its humble beginnings when nobody believed in the potential of markets and badla was still [...]

Posted in Aggregate | Tagged , , | 2 Comments

ELLIOTT VS TIME

By Orpheus | Published: 19 July, 2009

Challenging a seventy year old market forecasting theory isn’t easy. It is tougher if one is a practitioner himself and a believer in the Elliott wave theory of price fractals. However, when we talk about TIME FRACTALS, PRICE FRACTALS have a strong challenger, even if the theory of TIME is at a nascent stage.
We should [...]

Also posted in American Pairs and Assets, Cross Pairs, Energy Pairs and Assets, Indian Pairs and Assets, Perspectives | 4 Comments

ECONOHISTORY PAIR TRACKER

By Orpheus | Published: 9 July, 2009

 
 

These are some of the pairs we initiated recently across global markets, commodities, India and Romania. The best pair returns were delivered by Long BRD, SHORT BETFI at 24% (66 DAYS). The other top pairs were LONG Nat Gas, SHORT OIL. The pair delivered 18% over 24 days. It might look surprising for a conventional [...]

Posted in Aggregate | Tagged , , , , , , , , , , , , , , , | Leave a comment