Category Archives: Aggregate

The skyrocket crackle

By Orpheus | Published: 7 August, 2010
First it was Armajaro buying 7% of cocoa market, then it was Bloomberg news about rallying Sugar as ships clogged Brazil ports and then we had wheat surge backed by worst 100 year drought. We at Orpheus are looking at Inflationary era ahead and disagree with the idea that low interest rate era is here [...]
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Long zinc, short coffee delivers 9% (7 days)

By Orpheus | Published: 3 August, 2010
Despite starting counterparty odds, long zinc -  short coffee was up 9% and long AIGI (industrial metals) – short gold was up 14%. This week we are doing another pair rollover. We are closing the short heating oil leg and plugging the long AIGE (Energy Index) leg with Natural Gas. The Natgas Rieki is turning [...]
Also posted in Agro Commodities, Bonds, Cross Pairs, Energy Pairs and Assets, Forex, Global Pairs, Ideas, Soft Pairs | Leave a comment

Introducing Alpha global pair portfolio tracker

By Orpheus | Published: 29 June, 2010
The Alpha global portfolio tracker will be posted in the member’s area on a daily basis. The portfolio covers Agro, Forex, Metals and Energy pairs. For more information on Alpha global pair portfolio tracker mail us at support@orpheus.asia ALPHA is a pair trading, long only – short only strategy and Numeric Ranking product based on [...]
Also posted in Energy Pairs and Assets, Forex, Global Pairs, Metal Pairs | Leave a comment

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 [...]
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 [...]
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